+933.3%
APP vs HCA
+120.8%
+812.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.4% |
| 7D | +79.2% | +7.9% | +71.2% | +76.2% |
| 30D | +48.0% | +11.9% | +36.1% | +44.6% |
| 3M | +18.2% | +22.4% | -4.1% | +13.5% |
| 6M | -12.5% | +16.5% | -29.0% | -15.1% |
| YTD | -39.2% | +8.7% | -47.9% | -40.7% |
| 1Y | -33.9% | +6.7% | -40.5% | -35.4% |
| 3Y | +933.3% | +127.0% | +806.3% | +543.7% |
| All | +933.3% | +120.8% | +812.5% | +543.7% |
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