+71.1%
HCA vs APA
+169.7%
-98.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | +2.4% | +9.6% | -7.3% | +1.6% |
| 3M | +13.0% | +18.0% | -5.0% | +11.4% |
| 6M | -21.4% | +41.9% | -63.3% | -24.3% |
| YTD | -9.5% | +86.3% | -95.8% | -15.4% |
| 1Y | +7.5% | +97.9% | -90.3% | -0.5% |
| 3Y | +57.6% | +12.8% | +44.8% | +54.7% |
| 5Y | +71.1% | +177.2% | -106.1% | +49.0% |
| All | +71.1% | +169.7% | -98.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling