+108.4%
HCA vs AMBA
-70.4%
+178.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -2.9% |
| 7D | +4.6% | -7.2% | +11.8% | +5.1% |
| 30D | +12.7% | -10.4% | +23.1% | +13.3% |
| 3M | +21.3% | -30.1% | +51.4% | +23.9% |
| 6M | +15.7% | -22.4% | +38.1% | +15.8% |
| YTD | +6.6% | -17.3% | +23.9% | +5.5% |
| 1Y | +5.7% | -35.4% | +41.1% | +6.9% |
| 3Y | +119.2% | +18.6% | +100.6% | +96.2% |
| All | +108.4% | -70.4% | +178.9% | +98.9% |
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