+319.9%
ADP vs HCA
+675.7%
-355.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +0.8% | +1.3% | +1.9% |
| 30D | +10.6% | +6.1% | +4.5% | +8.4% |
| 3M | +12.9% | +21.4% | -8.5% | +6.1% |
| 6M | +50.6% | +17.2% | +33.5% | +42.5% |
| YTD | +23.2% | +7.5% | +15.7% | +18.7% |
| 1Y | +25.3% | +6.2% | +19.1% | +21.0% |
| 3Y | +47.1% | +122.0% | -74.9% | +9.4% |
| 5Y | +50.1% | +112.2% | -62.1% | +10.1% |
| All | +319.9% | +675.7% | -355.8% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling