+6.7%
HCA vs ATI
+159.9%
-153.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.4% | -5.6% | +11.1% | +5.6% |
| 30D | +3.0% | -13.7% | +16.7% | +3.4% |
| 3M | +13.0% | -0.4% | +13.4% | +13.1% |
| 6M | -20.3% | +26.2% | -46.5% | -22.0% |
| YTD | -8.2% | +73.2% | -81.4% | -11.9% |
| 1Y | +6.7% | +161.6% | -154.9% | +2.1% |
| All | +6.7% | +159.9% | -153.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling