+656.7%
HCA vs AMBA
+12.8%
+643.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +1.4% |
| 7D | +7.9% | 0.0% | +8.0% | +7.8% |
| 30D | +11.9% | -8.6% | +20.5% | +12.8% |
| 3M | +22.4% | -29.0% | +51.3% | +26.5% |
| 6M | +16.5% | -19.2% | +35.7% | +16.2% |
| YTD | +8.7% | -13.0% | +21.7% | +6.4% |
| 1Y | +6.7% | -31.3% | +37.9% | +7.3% |
| 3Y | +127.0% | +28.1% | +98.9% | +96.4% |
| 5Y | +113.9% | -69.4% | +183.3% | +118.4% |
| 10Y | +656.7% | +7.6% | +649.1% | +448.8% |
| All | +656.7% | +12.8% | +643.9% | +448.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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