+1,658.7%
HCA vs ALK
+213.3%
+1,445.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -1.1% | -19.2% | +18.1% | +4.6% |
| 3M | +12.2% | -1.5% | +13.7% | +11.6% |
| 6M | -25.3% | -13.1% | -12.3% | -24.1% |
| YTD | -12.9% | -16.4% | +3.5% | -11.3% |
| 1Y | -0.9% | -33.1% | +32.1% | +6.8% |
| 3Y | +47.6% | +0.6% | +47.0% | +29.8% |
| 5Y | +67.0% | -26.4% | +93.4% | +58.2% |
| 10Y | +471.4% | -34.2% | +505.6% | +391.7% |
| All | +1,658.7% | +213.3% | +1,445.4% | +670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling