-4.4%
APO vs HCA
+11.2%
-15.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.3% | -2.2% | +6.7% |
| 7D | +8.2% | +10.2% | -2.0% | +6.8% |
| 30D | +6.4% | +17.4% | -11.0% | +4.7% |
| 3M | -7.4% | +27.7% | -35.1% | -9.3% |
| 6M | -4.2% | +20.0% | -24.2% | -6.8% |
| YTD | -14.1% | +10.0% | -24.1% | -18.1% |
| 1Y | -4.4% | +9.0% | -13.4% | -9.4% |
| All | -4.4% | +11.2% | -15.6% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling