+58.5%
HCA vs ALM
+2,150.5%
-2,092.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.1% | +4.9% |
| 7D | +4.9% | +3.6% | +1.3% | +4.9% |
| 30D | +1.9% | +33.8% | -31.9% | +1.7% |
| 3M | +12.7% | +14.8% | -2.0% | +12.7% |
| 6M | -22.3% | -7.0% | -15.4% | -22.4% |
| YTD | -9.3% | +108.1% | -117.4% | -10.3% |
| 1Y | +2.7% | +313.8% | -311.0% | +0.1% |
| All | +58.5% | +2,150.5% | -2,092.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling