+6.7%
HCA vs ALM
+247.3%
-240.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.2% |
| 7D | +5.4% | -11.8% | +17.3% | +5.1% |
| 30D | +3.0% | +7.8% | -4.8% | +3.2% |
| 3M | +13.0% | -9.3% | +22.3% | +13.3% |
| 6M | -20.3% | -30.5% | +10.2% | -20.8% |
| YTD | -8.2% | +75.8% | -84.1% | -5.9% |
| 1Y | +6.7% | +241.2% | -234.5% | +14.9% |
| All | +6.7% | +247.3% | -240.6% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling