+886.7%
HCA vs ALLE
+260.9%
+625.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -1.1% | -6.8% | +5.7% | +2.1% |
| 3M | +12.2% | +21.0% | -8.9% | +1.5% |
| 6M | -25.3% | +1.1% | -26.4% | -26.3% |
| YTD | -12.9% | -0.5% | -12.4% | -13.9% |
| 1Y | -0.9% | -7.3% | +6.3% | +1.1% |
| 3Y | +47.6% | +42.3% | +5.4% | +18.5% |
| 5Y | +67.0% | +13.5% | +53.5% | +46.9% |
| 10Y | +471.4% | +144.0% | +327.4% | +253.3% |
| All | +886.7% | +260.9% | +625.9% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling