+113.9%
HCA vs ALLE
+55.0%
+58.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.9% |
| 7D | +7.9% | -0.6% | +8.6% | +8.2% |
| 30D | +11.9% | +26.6% | -14.7% | +2.1% |
| 3M | +22.4% | +13.2% | +9.2% | +16.3% |
| 6M | +16.5% | +42.9% | -26.4% | +0.5% |
| YTD | +8.7% | +21.0% | -12.3% | -0.3% |
| 1Y | +6.7% | +15.2% | -8.5% | -0.2% |
| 3Y | +127.0% | +95.6% | +31.4% | +64.1% |
| 5Y | +113.9% | +53.4% | +60.5% | +68.9% |
| All | +113.9% | +55.0% | +58.9% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling