+72.8%
HCA vs ATI
+1,029.4%
-956.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.4% | -5.6% | +11.1% | +6.2% |
| 30D | +3.0% | -13.7% | +16.7% | +5.0% |
| 3M | +13.0% | -0.4% | +13.4% | +12.7% |
| 6M | -20.3% | +26.2% | -46.5% | -23.6% |
| YTD | -8.2% | +73.2% | -81.4% | -16.5% |
| 1Y | +6.7% | +161.6% | -154.9% | -9.4% |
| 3Y | +60.4% | +346.2% | -285.8% | +18.5% |
| All | +72.8% | +1,029.4% | -956.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling