+50.4%
HCA vs ALLY
+69.8%
-19.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -2.7% | -3.3% | +0.6% | -2.3% |
| 3M | +11.5% | +0.5% | +11.0% | +11.4% |
| 6M | -24.3% | +12.6% | -36.9% | -25.5% |
| YTD | -13.6% | -4.7% | -8.9% | -13.2% |
| 1Y | -3.2% | +5.2% | -8.4% | -4.3% |
| 3Y | +50.4% | +66.5% | -16.1% | +28.5% |
| All | +50.4% | +69.8% | -19.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling