+302.0%
HCA vs ALC
+30.4%
+271.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.8% |
| 7D | +0.8% | -1.1% | +1.9% | +1.3% |
| 30D | +6.1% | +16.0% | -10.0% | -0.9% |
| 3M | +21.4% | +0.8% | +20.6% | +20.8% |
| 6M | +17.2% | +16.8% | +0.3% | +8.6% |
| YTD | +7.5% | -5.5% | +13.0% | +8.6% |
| 1Y | +6.2% | -5.3% | +11.4% | +6.9% |
| 3Y | +122.0% | +4.1% | +117.9% | +103.2% |
| 5Y | +112.2% | -7.1% | +119.2% | +103.6% |
| All | +302.0% | +30.4% | +271.7% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling