+32.4%
HCA vs ADVB
-88.9%
+121.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.3% | -0.2% |
| 7D | +2.9% | -5.9% | +8.8% | +3.0% |
| 30D | +2.4% | +13.9% | -11.5% | +2.3% |
| 3M | +13.0% | +127.3% | -114.3% | +9.8% |
| 6M | -21.4% | +77.0% | -98.4% | -23.5% |
| YTD | -9.5% | +51.5% | -61.0% | -11.8% |
| 1Y | +7.5% | -11.3% | +18.9% | +5.5% |
| All | +32.4% | -88.9% | +121.3% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling