+130.4%
HCA vs ALHC
-33.0%
+163.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | +2.9% | -5.8% | +8.7% | +3.3% |
| 30D | +2.4% | -3.3% | +5.7% | +2.5% |
| 3M | +13.0% | -37.9% | +51.0% | +15.6% |
| 6M | -21.4% | -29.5% | +8.1% | -20.6% |
| YTD | -9.5% | -35.4% | +25.9% | -8.4% |
| 1Y | +7.5% | -22.4% | +30.0% | +7.4% |
| 3Y | +57.6% | +146.3% | -88.7% | +39.8% |
| 5Y | +71.1% | -32.0% | +103.1% | +58.3% |
| All | +130.4% | -33.0% | +163.4% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling