+490.2%
HCA vs ALLE
+154.9%
+335.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.9% | -2.8% | +5.7% | +4.3% |
| 30D | +2.4% | -10.2% | +12.6% | +7.9% |
| 3M | +13.0% | +17.4% | -4.4% | +3.2% |
| 6M | -21.4% | +3.3% | -24.7% | -23.5% |
| YTD | -9.5% | -4.2% | -5.2% | -8.9% |
| 1Y | +7.5% | -10.5% | +18.1% | +11.8% |
| 3Y | +57.6% | +45.4% | +12.2% | +22.4% |
| 5Y | +71.1% | +11.9% | +59.2% | +50.2% |
| All | +490.2% | +154.9% | +335.3% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling