+686.6%
HCA vs ALLE
+212.2%
+474.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | +10.3% | +27.4% | -17.0% | -2.7% |
| 3M | +23.2% | +13.8% | +9.4% | +14.7% |
| 6M | +19.1% | +45.5% | -26.3% | -2.9% |
| YTD | +9.0% | +21.4% | -12.4% | -3.2% |
| 1Y | +10.2% | +15.4% | -5.2% | +0.5% |
| 3Y | +122.4% | +91.7% | +30.7% | +48.9% |
| 5Y | +116.3% | +54.5% | +61.7% | +59.2% |
| 10Y | +686.6% | +210.5% | +476.0% | +326.0% |
| All | +686.6% | +212.2% | +474.4% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling