+930.0%
APH vs HCA
+675.7%
+254.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | -5.4% | +6.1% | -11.5% | -7.6% |
| 3M | -5.5% | +21.4% | -26.9% | -11.7% |
| 6M | +25.9% | +17.2% | +8.7% | +17.9% |
| YTD | +16.4% | +7.5% | +8.9% | +11.7% |
| 1Y | +16.5% | +6.2% | +10.3% | +12.2% |
| 3Y | +270.9% | +122.0% | +148.8% | +166.7% |
| 5Y | +289.5% | +112.2% | +177.3% | +176.5% |
| All | +930.0% | +675.7% | +254.3% | +410.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling