+498.2%
HCA vs AMCR
+14.6%
+483.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +2.1% |
| 7D | +5.4% | -6.3% | +11.7% | +8.5% |
| 30D | +3.0% | -7.8% | +10.8% | +6.7% |
| 3M | +13.0% | +7.5% | +5.5% | +8.9% |
| 6M | -20.3% | +2.7% | -22.9% | -22.0% |
| YTD | -8.2% | +6.0% | -14.3% | -12.4% |
| 1Y | +6.7% | +7.8% | -1.1% | +0.7% |
| 3Y | +60.4% | +5.8% | +54.6% | +47.6% |
| 5Y | +73.4% | -11.6% | +85.1% | +74.4% |
| All | +498.2% | +14.6% | +483.6% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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