+491.0%
HCA vs ALLE
+155.7%
+335.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.7% | +6.3% |
| 7D | +4.9% | -2.2% | +7.1% | +6.0% |
| 30D | +1.9% | -8.3% | +10.2% | +6.2% |
| 3M | +12.7% | +16.3% | -3.5% | +3.5% |
| 6M | -22.3% | +1.8% | -24.2% | -23.8% |
| YTD | -9.3% | -3.9% | -5.4% | -8.9% |
| 1Y | +2.7% | -10.0% | +12.8% | +6.5% |
| 3Y | +57.8% | +45.8% | +12.0% | +22.4% |
| 5Y | +70.3% | +13.3% | +57.0% | +48.5% |
| All | +491.0% | +155.7% | +335.4% | +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 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