+291.1%
APH vs HCA
+51.0%
+240.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +5.0% | -3.1% | +8.0% | +5.3% |
| 30D | -3.9% | -1.1% | -2.7% | -3.8% |
| 3M | +13.0% | +12.2% | +0.8% | +10.6% |
| 6M | +25.2% | -25.3% | +50.5% | +30.9% |
| YTD | +22.9% | -12.9% | +35.9% | +25.6% |
| 1Y | +47.8% | -0.9% | +48.8% | +48.4% |
| All | +291.1% | +51.0% | +240.0% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling