+521.3%
AEP vs HCA
+1,721.2%
-1,199.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.3% |
| 7D | +0.9% | +4.9% | -4.0% | +0.1% |
| 30D | +1.5% | +1.9% | -0.4% | +1.1% |
| 3M | -1.7% | +12.7% | -14.4% | -3.7% |
| 6M | -4.0% | -22.3% | +18.3% | -0.7% |
| YTD | +10.6% | -9.3% | +19.9% | +11.6% |
| 1Y | +18.6% | +2.7% | +15.9% | +17.3% |
| 3Y | +78.7% | +57.8% | +20.9% | +64.6% |
| 5Y | +65.1% | +70.3% | -5.2% | +48.4% |
| 10Y | +177.7% | +499.7% | -321.9% | +109.3% |
| All | +521.3% | +1,721.2% | -1,199.9% | +287.1% |
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