+391.7%
APP vs HCA
+120.2%
+271.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.6% |
| 7D | +0.9% | -3.1% | +3.9% | +2.0% |
| 30D | -23.3% | -1.1% | -22.1% | -23.1% |
| 3M | -42.6% | +12.2% | -54.8% | -45.5% |
| 6M | -33.6% | -25.3% | -8.3% | -26.3% |
| YTD | -52.4% | -12.9% | -39.5% | -50.8% |
| 1Y | -35.9% | -0.9% | -35.0% | -37.9% |
| 3Y | +642.2% | +47.6% | +594.6% | +476.5% |
| 5Y | +311.1% | +67.0% | +244.1% | +177.9% |
| All | +391.7% | +120.2% | +271.4% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling