+15.7%
HCA vs AMBA
-23.1%
+38.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.1% | -8.6% | -2.1% |
| 7D | +4.6% | -7.2% | +11.8% | +4.3% |
| 30D | +12.7% | -10.4% | +23.1% | +12.2% |
| 3M | +21.3% | -30.1% | +51.4% | +19.0% |
| 6M | +15.7% | -22.4% | +38.1% | +14.9% |
| All | +15.7% | -23.1% | +38.8% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling