+9.0%
HCA vs ADVB
-76.7%
+85.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.5% | +14.9% | +10.3% |
| 7D | +10.2% | -29.5% | +39.8% | +10.2% |
| 30D | +17.4% | -66.9% | +84.3% | +17.3% |
| 3M | +27.7% | -73.7% | +101.4% | +27.6% |
| 6M | +20.0% | -64.8% | +84.8% | +17.5% |
| YTD | +10.0% | -64.0% | +74.0% | +6.5% |
| 1Y | +9.0% | -77.0% | +86.0% | +8.3% |
| All | +9.0% | -76.7% | +85.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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