+70.3%
HCA vs ALLY
-1.1%
+71.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.2% |
| 7D | +4.9% | -1.9% | +6.9% | +5.4% |
| 30D | +1.9% | -4.5% | +6.4% | +2.9% |
| 3M | +12.7% | -2.8% | +15.6% | +13.3% |
| 6M | -22.3% | +10.3% | -32.7% | -24.2% |
| YTD | -9.3% | -5.7% | -3.6% | -8.6% |
| 1Y | +2.7% | +3.9% | -1.2% | +1.0% |
| 3Y | +57.8% | +64.7% | -6.9% | +32.9% |
| 5Y | +70.3% | -2.6% | +72.9% | +57.8% |
| All | +70.3% | -1.1% | +71.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling