-35.9%
APP vs HCA
-0.5%
-35.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.2% |
| 7D | +0.9% | -3.1% | +3.9% | +0.9% |
| 30D | -23.3% | -1.1% | -22.1% | -23.3% |
| 3M | -42.6% | +12.2% | -54.8% | -41.9% |
| 6M | -33.6% | -25.3% | -8.3% | -35.9% |
| YTD | -52.4% | -12.9% | -39.5% | -52.8% |
| 1Y | -35.9% | -0.9% | -35.0% | -33.8% |
| All | -35.9% | -0.5% | -35.3% | -33.8% |
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 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