-55.3%
ADBE vs HCA
+59.6%
-114.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | -5.4% | +5.4% | -10.8% | -5.7% |
| 30D | -2.5% | +3.0% | -5.5% | -2.8% |
| 3M | +15.3% | +13.0% | +2.3% | +14.3% |
| 6M | -7.8% | -20.3% | +12.4% | -7.0% |
| YTD | -27.9% | -8.2% | -19.7% | -28.2% |
| 1Y | -28.0% | +6.7% | -34.7% | -29.5% |
| 3Y | -55.3% | +60.4% | -115.7% | -57.9% |
| All | -55.3% | +59.6% | -114.9% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling