+1,645.7%
HCA vs AME
+834.4%
+811.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -2.8% | +2.8% | -5.6% | -4.3% |
| 30D | -2.7% | -6.3% | +3.5% | +0.7% |
| 3M | +11.5% | +5.4% | +6.1% | +7.5% |
| 6M | -24.3% | +7.4% | -31.7% | -28.1% |
| YTD | -13.6% | +16.2% | -29.8% | -21.8% |
| 1Y | -3.2% | +26.8% | -30.0% | -17.2% |
| 3Y | +50.4% | +57.5% | -7.1% | +9.3% |
| 5Y | +64.8% | +84.8% | -20.1% | +7.8% |
| 10Y | +456.5% | +424.3% | +32.2% | +111.3% |
| All | +1,645.7% | +834.4% | +811.4% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling