+64.8%
HCA vs ALLE
+17.0%
+47.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -2.8% | +2.8% | -5.6% | -3.9% |
| 30D | -2.7% | -7.6% | +4.9% | +0.2% |
| 3M | +11.5% | +22.8% | -11.3% | +2.3% |
| 6M | -24.3% | +4.6% | -28.9% | -26.0% |
| YTD | -13.6% | -1.2% | -12.4% | -14.1% |
| 1Y | -3.2% | -9.1% | +5.9% | -0.6% |
| 3Y | +50.4% | +50.0% | +0.4% | +22.0% |
| 5Y | +64.8% | +15.2% | +49.5% | +42.5% |
| All | +64.8% | +17.0% | +47.8% | +42.5% |
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