+64.8%
HCA vs ALK
-28.9%
+93.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.7% | -18.5% | +15.7% | +0.1% |
| 3M | +11.5% | -3.6% | +15.0% | +11.6% |
| 6M | -24.3% | -3.7% | -20.6% | -24.6% |
| YTD | -13.6% | -19.0% | +5.4% | -12.3% |
| 1Y | -3.2% | -36.0% | +32.8% | +1.8% |
| 3Y | +50.4% | +2.3% | +48.1% | +35.7% |
| 5Y | +64.8% | -27.8% | +92.5% | +58.8% |
| All | +64.8% | -28.9% | +93.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling