+122.0%
HCA vs ALK
+13.2%
+108.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +6.1% | +7.7% | -1.6% | +5.5% |
| 3M | +21.4% | -19.0% | +40.4% | +23.0% |
| 6M | +17.2% | -0.2% | +17.4% | +17.1% |
| YTD | +7.5% | -23.5% | +31.0% | +8.1% |
| 1Y | +6.2% | -9.1% | +15.3% | +5.7% |
| 3Y | +122.0% | +12.0% | +110.0% | +113.1% |
| All | +122.0% | +13.2% | +108.8% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling