+498.2%
HCA vs ALLY
+189.7%
+308.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | -3.8% | +9.2% | +6.9% |
| 30D | +3.0% | -4.9% | +7.9% | +4.8% |
| 3M | +13.0% | -2.6% | +15.6% | +13.9% |
| 6M | -20.3% | +15.7% | -36.0% | -24.8% |
| YTD | -8.2% | -5.2% | -3.1% | -7.4% |
| 1Y | +6.7% | +2.8% | +3.9% | +3.9% |
| 3Y | +60.4% | +63.4% | -3.1% | +23.0% |
| 5Y | +73.4% | -2.6% | +76.0% | +57.3% |
| All | +498.2% | +189.7% | +308.5% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling