+1,122.0%
HCA vs ALLE
+338.1%
+783.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -2.1% |
| 30D | +8.7% | +24.1% | -15.4% | -2.3% |
| 3M | +21.0% | +14.8% | +6.2% | +12.6% |
| 6M | +17.0% | +45.9% | -28.9% | -3.7% |
| YTD | +7.8% | +20.7% | -12.9% | -3.3% |
| 1Y | +6.4% | +14.2% | -7.7% | -2.0% |
| 3Y | +120.0% | +90.7% | +29.3% | +52.2% |
| 5Y | +112.9% | +50.6% | +62.3% | +62.3% |
| 10Y | +678.2% | +208.9% | +469.3% | +330.8% |
| All | +1,122.0% | +338.1% | +783.9% | +503.2% |
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