+72.8%
HCA vs ADM
+65.2%
+7.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | +2.5% | +2.9% | +4.9% |
| 30D | +3.0% | +9.5% | -6.5% | +1.0% |
| 3M | +13.0% | +10.6% | +2.4% | +10.3% |
| 6M | -20.3% | +24.0% | -44.3% | -24.5% |
| YTD | -8.2% | +54.0% | -62.2% | -17.8% |
| 1Y | +6.7% | +45.3% | -38.6% | -3.3% |
| 3Y | +60.4% | +21.8% | +38.6% | +51.2% |
| All | +72.8% | +65.2% | +7.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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