+138.3%
ADI vs HCA
+71.9%
+66.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.5% |
| 7D | +4.6% | +5.4% | -0.9% | +3.0% |
| 30D | -1.2% | +3.0% | -4.1% | -2.1% |
| 3M | -7.8% | +13.0% | -20.8% | -11.8% |
| 6M | +19.3% | -20.3% | +39.6% | +27.6% |
| YTD | +40.9% | -8.2% | +49.1% | +43.4% |
| 1Y | +54.5% | +6.7% | +47.8% | +48.7% |
| 3Y | +123.4% | +60.4% | +63.0% | +80.2% |
| All | +138.3% | +71.9% | +66.4% | +74.9% |
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 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