+70.3%
HCA vs ALHC
-27.5%
+97.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.1% |
| 7D | +4.9% | -4.1% | +9.0% | +5.2% |
| 30D | +1.9% | -5.4% | +7.3% | +2.2% |
| 3M | +12.7% | -32.1% | +44.9% | +14.8% |
| 6M | -22.3% | -28.5% | +6.1% | -21.6% |
| YTD | -9.3% | -34.0% | +24.7% | -8.3% |
| 1Y | +2.7% | -20.9% | +23.7% | +2.4% |
| 3Y | +57.8% | +151.5% | -93.7% | +37.5% |
| 5Y | +70.3% | -28.8% | +99.2% | +54.6% |
| All | +70.3% | -27.5% | +97.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling