+1,005.2%
HCA vs ALLY
+98.6%
+906.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -0.9% | -2.8% | +1.9% | +0.1% |
| 30D | +10.3% | +1.9% | +8.5% | +9.6% |
| 3M | +23.2% | -12.1% | +35.3% | +28.8% |
| 6M | +19.1% | -9.0% | +28.1% | +22.7% |
| YTD | +9.0% | -12.9% | +21.9% | +13.2% |
| 1Y | +10.2% | -0.1% | +10.3% | +8.7% |
| 3Y | +122.4% | +64.6% | +57.8% | +71.0% |
| 5Y | +116.3% | -10.1% | +126.4% | +102.4% |
| 10Y | +686.6% | +176.7% | +509.9% | +318.6% |
| All | +1,005.2% | +98.6% | +906.6% | +541.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling