+1,258.1%
ADI vs HCA
+1,721.2%
-463.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.0% |
| 7D | +2.6% | +4.9% | -2.3% | +1.1% |
| 30D | -4.6% | +1.9% | -6.5% | -5.3% |
| 3M | -9.5% | +12.7% | -22.2% | -13.6% |
| 6M | +14.8% | -22.3% | +37.2% | +22.8% |
| YTD | +35.8% | -9.3% | +45.1% | +38.0% |
| 1Y | +48.9% | +2.7% | +46.2% | +45.0% |
| 3Y | +115.6% | +57.8% | +57.7% | +79.8% |
| 5Y | +135.1% | +70.3% | +64.8% | +87.4% |
| 10Y | +636.4% | +499.7% | +136.8% | +293.2% |
| All | +1,258.1% | +1,721.2% | -463.1% | +458.0% |
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