+67.2%
AEP vs HCA
+71.9%
-4.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -0.9% | +5.4% | -6.4% | -2.0% |
| 30D | -1.1% | +3.0% | -4.0% | -1.8% |
| 3M | -3.3% | +13.0% | -16.3% | -6.1% |
| 6M | -4.6% | -20.3% | +15.6% | -0.3% |
| YTD | +9.4% | -8.2% | +17.6% | +10.6% |
| 1Y | +16.9% | +6.7% | +10.2% | +14.0% |
| 3Y | +76.6% | +60.4% | +16.3% | +55.0% |
| All | +67.2% | +71.9% | -4.8% | +36.7% |
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