+1,754.0%
HCA vs ADSK
+435.0%
+1,318.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +5.4% | -2.5% | +7.9% | +6.2% |
| 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% | -0.8% |
| 1Y | +6.7% | -34.5% | +41.2% | +18.5% |
| 3Y | +60.4% | -2.9% | +63.3% | +53.0% |
| 5Y | +73.4% | -25.3% | +98.8% | +73.0% |
| 10Y | +506.9% | +217.8% | +289.2% | +266.1% |
| All | +1,754.0% | +435.0% | +1,318.9% | +735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling