+113.1%
ADI vs HCA
+57.5%
+55.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.3% | +2.9% | -1.6% | +0.8% |
| 30D | -6.0% | +2.4% | -8.3% | -6.4% |
| 3M | -7.7% | +13.0% | -20.8% | -10.4% |
| 6M | +14.0% | -21.4% | +35.4% | +21.0% |
| YTD | +34.4% | -9.5% | +43.9% | +37.5% |
| 1Y | +48.0% | +7.5% | +40.4% | +44.1% |
| All | +113.1% | +57.5% | +55.6% | +73.4% |
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