+1,005.4%
HCA vs ALM
+8,394.4%
-7,388.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.6% | -0.8% |
| 7D | -2.8% | +8.4% | -11.2% | -2.8% |
| 30D | -2.7% | +34.8% | -37.6% | -2.8% |
| 3M | +11.5% | +16.2% | -4.7% | +11.4% |
| 6M | -24.3% | +2.1% | -26.4% | -24.3% |
| YTD | -13.6% | +117.0% | -130.6% | -13.8% |
| 1Y | -3.2% | +313.9% | -317.0% | -3.5% |
| 3Y | +50.4% | +2,327.9% | -2,277.5% | +49.3% |
| 5Y | +64.8% | +1,040.6% | -975.9% | +63.6% |
| 10Y | +456.5% | +3,219.4% | -2,762.9% | +452.3% |
| All | +1,005.4% | +8,394.4% | -7,388.9% | +999.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling