+498.2%
HCA vs ADSK
+222.2%
+276.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.4% | -2.5% | +7.9% | +6.1% |
| 30D | +3.0% | -14.9% | +17.9% | +7.6% |
| 3M | +13.0% | +3.3% | +9.7% | +11.2% |
| 6M | -20.3% | -15.7% | -4.6% | -17.4% |
| YTD | -8.2% | -28.2% | +20.0% | -0.7% |
| 1Y | +6.7% | -34.5% | +41.2% | +18.7% |
| 3Y | +60.4% | -2.9% | +63.3% | +52.3% |
| 5Y | +73.4% | -25.3% | +98.8% | +72.2% |
| All | +498.2% | +222.2% | +276.0% | +275.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling