+650.3%
HCA vs ALLE
+211.7%
+438.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +0.8% | +3.6% | -2.7% | -0.9% |
| 30D | +6.1% | +25.9% | -19.8% | -5.9% |
| 3M | +21.4% | +15.8% | +5.7% | +12.1% |
| 6M | +17.2% | +48.1% | -30.9% | -5.4% |
| YTD | +7.5% | +22.0% | -14.5% | -4.8% |
| 1Y | +6.2% | +18.0% | -11.9% | -4.4% |
| 3Y | +122.0% | +93.1% | +28.9% | +48.0% |
| 5Y | +112.2% | +52.1% | +60.1% | +57.8% |
| All | +650.3% | +211.7% | +438.6% | +299.8% |
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