+67.5%
HCA vs AMBA
-54.5%
+122.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -3.1% | -11.0% | +7.9% | -2.3% |
| 30D | -1.1% | -23.2% | +22.0% | +0.6% |
| 3M | +12.2% | -12.7% | +24.9% | +12.0% |
| 6M | -25.3% | +11.2% | -36.6% | -27.6% |
| YTD | -12.9% | -11.2% | -1.7% | -14.1% |
| 1Y | -0.9% | -22.5% | +21.6% | -1.6% |
| 3Y | +47.6% | -1.3% | +48.9% | +36.9% |
| All | +67.5% | -54.5% | +122.0% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling