+26.3%
HCA vs ADVB
-88.8%
+115.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | -2.8% | -14.0% | +11.2% | -2.7% |
| 30D | -2.7% | +41.0% | -43.7% | -3.0% |
| 3M | +11.5% | +127.9% | -116.4% | +8.3% |
| 6M | -24.3% | +101.3% | -125.6% | -26.5% |
| YTD | -13.6% | +53.8% | -67.4% | -15.8% |
| 1Y | -3.2% | +4.4% | -7.6% | -5.3% |
| All | +26.3% | -88.8% | +115.1% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling