+225.7%
HCA vs ALC
+24.0%
+201.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.1% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | +12.2% | +5.9% | +6.3% | +9.0% |
| 6M | -25.3% | -15.9% | -9.4% | -19.9% |
| YTD | -12.9% | -10.1% | -2.8% | -9.9% |
| 1Y | -0.9% | -10.2% | +9.3% | +2.2% |
| 3Y | +47.6% | -13.6% | +61.2% | +49.4% |
| 5Y | +67.0% | -15.1% | +82.1% | +67.6% |
| All | +225.7% | +24.0% | +201.7% | +136.8% |
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