+367.9%
APP vs HCA
+129.4%
+238.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -4.0% |
| 7D | -4.4% | +4.9% | -9.3% | -6.1% |
| 30D | -10.0% | +1.9% | -11.9% | -10.9% |
| 3M | -41.4% | +12.7% | -54.2% | -44.3% |
| 6M | -41.0% | -22.3% | -18.7% | -35.5% |
| YTD | -54.7% | -9.3% | -45.4% | -53.9% |
| 1Y | -45.3% | +2.7% | -48.1% | -47.7% |
| 3Y | +624.3% | +57.8% | +566.4% | +446.5% |
| 5Y | +329.1% | +70.3% | +258.8% | +185.1% |
| All | +367.9% | +129.4% | +238.5% | +210.9% |
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