+906.0%
ADP vs HCA
+2,058.6%
-1,152.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +12.9% | +21.4% | -8.5% | +7.1% |
| 6M | +50.6% | +17.2% | +33.5% | +43.7% |
| YTD | +23.2% | +7.5% | +15.7% | +19.4% |
| 1Y | +25.3% | +6.2% | +19.1% | +21.7% |
| 3Y | +47.1% | +122.0% | -74.9% | +15.5% |
| 5Y | +50.1% | +112.2% | -62.1% | +16.8% |
| 10Y | +323.6% | +675.7% | -352.1% | +135.7% |
| All | +906.0% | +2,058.6% | -1,152.5% | +336.3% |
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