+72.8%
HCA vs AME
+89.9%
-17.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.1% |
| 7D | +5.4% | +1.7% | +3.7% | +4.7% |
| 30D | +3.0% | -6.4% | +9.4% | +5.7% |
| 3M | +13.0% | +7.1% | +5.9% | +9.2% |
| 6M | -20.3% | +8.2% | -28.4% | -23.5% |
| YTD | -8.2% | +18.2% | -26.4% | -15.7% |
| 1Y | +6.7% | +26.7% | -20.0% | -5.5% |
| 3Y | +60.4% | +60.7% | -0.3% | +18.6% |
| All | +72.8% | +89.9% | -17.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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