-61.4%
ADBE vs HCA
+69.6%
-131.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -12.9% | +2.9% | -15.9% | -13.6% |
| 30D | -5.6% | +2.4% | -8.0% | -6.3% |
| 3M | +6.6% | +13.0% | -6.4% | +3.3% |
| 6M | -9.6% | -21.4% | +11.8% | -4.4% |
| YTD | -28.9% | -9.5% | -19.4% | -28.1% |
| 1Y | -28.9% | +7.5% | -36.5% | -32.0% |
| 3Y | -55.6% | +57.6% | -113.2% | -64.1% |
| All | -61.4% | +69.6% | -131.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling