+358.8%
APP vs HCA
+66.8%
+292.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.4% |
| 7D | +0.1% | -2.8% | +2.9% | +1.2% |
| 30D | -10.0% | -2.7% | -7.3% | -9.2% |
| 3M | -44.6% | +11.5% | -56.1% | -47.5% |
| 6M | -37.9% | -24.3% | -13.6% | -30.7% |
| YTD | -53.7% | -13.6% | -40.1% | -51.9% |
| 1Y | -43.0% | -3.2% | -39.8% | -44.4% |
| 3Y | +640.8% | +50.4% | +590.4% | +446.4% |
| 5Y | +358.8% | +64.8% | +294.1% | +191.5% |
| All | +358.8% | +66.8% | +292.1% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling