+1,975.2%
HCA vs AMBA
+799.6%
+1,175.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +9.0% | -2.6% | +11.6% | +9.2% |
| 30D | +11.8% | -10.5% | +22.3% | +12.9% |
| 3M | +22.1% | -26.4% | +48.5% | +25.6% |
| 6M | +16.4% | -20.9% | +37.2% | +16.4% |
| YTD | +8.6% | -14.8% | +23.4% | +6.7% |
| 1Y | +10.6% | -36.1% | +46.6% | +12.2% |
| 3Y | +121.7% | +20.2% | +101.4% | +96.9% |
| 5Y | +114.5% | -67.2% | +181.7% | +115.3% |
| 10Y | +657.1% | +5.0% | +652.1% | +498.9% |
| All | +1,975.2% | +799.6% | +1,175.7% | +1,230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling