+1,645.7%
HCA vs ADM
+258.0%
+1,387.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -2.7% | +11.0% | -13.8% | -7.0% |
| 3M | +11.5% | +6.0% | +5.5% | +8.1% |
| 6M | -24.3% | +26.9% | -51.2% | -32.3% |
| YTD | -13.6% | +50.0% | -63.6% | -28.2% |
| 1Y | -3.2% | +39.6% | -42.8% | -17.5% |
| 3Y | +50.4% | +18.5% | +31.9% | +32.6% |
| 5Y | +64.8% | +62.6% | +2.2% | +20.5% |
| 10Y | +456.5% | +162.4% | +294.1% | +214.1% |
| All | +1,645.7% | +258.0% | +1,387.7% | +648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling