+2,579.5%
APH vs HCA
+1,648.5%
+931.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +5.0% | -3.1% | +8.0% | +5.9% |
| 30D | -3.9% | -1.1% | -2.7% | -3.6% |
| 3M | +13.0% | +12.2% | +0.8% | +8.1% |
| 6M | +25.2% | -25.3% | +50.5% | +35.1% |
| YTD | +22.9% | -12.9% | +35.9% | +26.5% |
| 1Y | +47.8% | -0.9% | +48.8% | +45.8% |
| 3Y | +283.0% | +47.6% | +235.4% | +226.5% |
| 5Y | +349.7% | +67.0% | +282.7% | +260.6% |
| 10Y | +1,061.2% | +471.4% | +589.8% | +529.9% |
| All | +2,579.5% | +1,648.5% | +931.0% | +857.8% |
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