+71.1%
HCA vs ALM
+856.4%
-785.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | 0.0% |
| 7D | +2.9% | -7.1% | +10.1% | +3.0% |
| 30D | +2.4% | +24.7% | -22.3% | +1.9% |
| 3M | +13.0% | +8.3% | +4.7% | +12.7% |
| 6M | -21.4% | -22.2% | +0.8% | -21.3% |
| YTD | -9.5% | +88.1% | -97.5% | -11.5% |
| 1Y | +7.5% | +272.4% | -264.8% | +2.5% |
| 3Y | +57.6% | +2,004.1% | -1,946.5% | +35.7% |
| 5Y | +71.1% | +915.8% | -844.7% | +51.2% |
| All | +71.1% | +856.4% | -785.3% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling