+2.7%
HCA vs ADVB
-3.0%
+5.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.3% | +10.3% | +4.9% |
| 7D | +4.9% | -13.0% | +17.9% | +4.9% |
| 30D | +1.9% | +7.5% | -5.6% | +1.9% |
| 3M | +12.7% | +129.1% | -116.4% | +9.9% |
| 6M | -22.3% | +71.7% | -94.1% | -23.9% |
| YTD | -9.3% | +45.5% | -54.9% | -11.3% |
| 1Y | +2.7% | -2.7% | +5.5% | +1.4% |
| All | +2.7% | -3.0% | +5.7% | +1.4% |
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