+49.1%
ADP vs HCA
+113.4%
-64.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +11.6% | +8.7% | +2.9% | +9.2% |
| 3M | +15.1% | +21.0% | -5.9% | +9.6% |
| 6M | +46.0% | +17.0% | +29.1% | +39.8% |
| YTD | +22.4% | +7.8% | +14.6% | +18.7% |
| 1Y | +24.5% | +6.4% | +18.0% | +21.0% |
| 3Y | +44.8% | +120.0% | -75.2% | +11.2% |
| 5Y | +49.1% | +112.9% | -63.8% | +9.6% |
| All | +49.1% | +113.4% | -64.3% | +9.6% |
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 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