+9.0%
HCA vs ADSK
-10.6%
+19.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.0% | +3.3% | +9.7% |
| 7D | +10.2% | +11.4% | -1.2% | +9.3% |
| 30D | +17.4% | +21.9% | -4.5% | +16.0% |
| 3M | +27.7% | +13.9% | +13.8% | +26.6% |
| 6M | +20.0% | +9.1% | +10.9% | +16.7% |
| YTD | +10.0% | -8.8% | +18.7% | +7.1% |
| 1Y | +9.0% | -10.2% | +19.2% | +6.7% |
| All | +9.0% | -10.6% | +19.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling