+638.0%
ADBE vs HCA
+1,635.7%
-997.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.3% |
| 7D | -10.1% | -2.8% | -7.3% | -9.4% |
| 30D | -3.0% | -2.7% | -0.3% | -2.3% |
| 3M | +5.0% | +11.5% | -6.5% | +1.8% |
| 6M | -9.3% | -24.3% | +15.0% | -3.1% |
| YTD | -26.5% | -13.6% | -12.9% | -24.6% |
| 1Y | -28.3% | -3.2% | -25.1% | -28.9% |
| 3Y | -54.1% | +50.4% | -104.5% | -60.7% |
| 5Y | -61.2% | +64.8% | -126.0% | -68.2% |
| 10Y | +152.5% | +456.5% | -304.0% | +41.9% |
| All | +638.0% | +1,635.7% | -997.7% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling