+520.8%
APP vs HCA
+175.7%
+345.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +48.9% | -0.9% | +49.9% | +49.3% |
| 30D | +49.4% | +10.3% | +39.1% | +43.9% |
| 3M | +27.0% | +23.2% | +3.8% | +17.0% |
| 6M | -15.4% | +19.1% | -34.5% | -21.3% |
| YTD | -39.9% | +9.0% | -48.9% | -43.0% |
| 1Y | -32.0% | +10.2% | -42.2% | -35.9% |
| 3Y | +824.3% | +122.4% | +702.0% | +500.8% |
| 5Y | +252.4% | +116.3% | +136.2% | +119.0% |
| All | +520.8% | +175.7% | +345.1% | +284.9% |
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