+498.2%
HCA vs ALK
-35.7%
+533.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.7% |
| 7D | +5.4% | -2.1% | +7.5% | +6.0% |
| 30D | +3.0% | -13.1% | +16.1% | +6.7% |
| 3M | +13.0% | -11.8% | +24.8% | +16.1% |
| 6M | -20.3% | -0.4% | -19.9% | -21.8% |
| YTD | -8.2% | -18.2% | +9.9% | -6.0% |
| 1Y | +6.7% | -35.5% | +42.2% | +16.0% |
| 3Y | +60.4% | +1.8% | +58.6% | +39.9% |
| 5Y | +73.4% | -26.6% | +100.1% | +64.3% |
| All | +498.2% | -35.7% | +533.8% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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