+1,645.7%
HCA vs ATI
+284.1%
+1,361.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.4% |
| 7D | -2.8% | +3.2% | -6.0% | -3.4% |
| 30D | -2.7% | -9.0% | +6.3% | -1.0% |
| 3M | +11.5% | +15.1% | -3.6% | +7.7% |
| 6M | -24.3% | +38.1% | -62.4% | -29.9% |
| YTD | -13.6% | +80.7% | -94.2% | -24.5% |
| 1Y | -3.2% | +167.5% | -170.7% | -22.3% |
| 3Y | +50.4% | +366.0% | -315.6% | +3.0% |
| 5Y | +64.8% | +1,088.8% | -1,024.0% | -10.7% |
| 10Y | +456.6% | +1,055.0% | -598.4% | +165.0% |
| All | +1,645.7% | +284.1% | +1,361.6% | +892.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling