+498.2%
HCA vs APA
-2.4%
+500.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | +5.4% | +4.6% | +0.8% | +4.6% |
| 30D | +3.0% | +11.9% | -8.9% | +0.9% |
| 3M | +13.0% | +22.5% | -9.5% | +8.6% |
| 6M | -20.3% | +37.5% | -57.8% | -25.7% |
| YTD | -8.2% | +87.2% | -95.4% | -19.6% |
| 1Y | +6.7% | +101.4% | -94.7% | -8.4% |
| 3Y | +60.4% | +16.9% | +43.5% | +47.8% |
| 5Y | +73.4% | +178.4% | -105.0% | +25.5% |
| All | +498.2% | -2.4% | +500.5% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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