+6.2%
HCA vs ALLE
+15.3%
-9.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +0.8% | +3.6% | -2.7% | -0.1% |
| 30D | +6.1% | +25.9% | -19.8% | +0.4% |
| 3M | +21.4% | +15.8% | +5.7% | +17.5% |
| 6M | +17.2% | +48.1% | -30.9% | +5.5% |
| YTD | +7.5% | +22.0% | -14.5% | -0.7% |
| 1Y | +6.2% | +18.0% | -11.9% | -0.8% |
| All | +6.2% | +15.3% | -9.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling