+498.2%
HCA vs ALM
+2,589.2%
-2,091.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.6% |
| 7D | +5.4% | -11.8% | +17.3% | +5.8% |
| 30D | +3.0% | +7.8% | -4.8% | +2.6% |
| 3M | +13.0% | -9.3% | +22.3% | +13.0% |
| 6M | -20.3% | -30.5% | +10.2% | -20.0% |
| YTD | -8.2% | +75.8% | -84.1% | -11.1% |
| 1Y | +6.7% | +241.2% | -234.5% | +0.3% |
| 3Y | +60.4% | +1,872.6% | -1,812.2% | +36.1% |
| 5Y | +73.4% | +849.6% | -776.1% | +50.1% |
| All | +498.2% | +2,589.2% | -2,091.1% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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