+795.4%
ADP vs HCA
+1,648.5%
-853.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.4% | -3.1% | -0.4% | -2.7% |
| 30D | +2.8% | -1.1% | +3.9% | +3.0% |
| 3M | +20.9% | +12.2% | +8.8% | +17.0% |
| 6M | +29.9% | -25.3% | +55.2% | +39.1% |
| YTD | +9.6% | -12.9% | +22.6% | +12.4% |
| 1Y | -5.3% | -0.9% | -4.3% | -6.3% |
| 3Y | +16.5% | +47.6% | -31.2% | +1.9% |
| 5Y | +49.4% | +67.0% | -17.6% | +23.8% |
| 10Y | +282.2% | +471.4% | -189.3% | +128.4% |
| All | +795.4% | +1,648.5% | -853.1% | +310.9% |
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 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