+1,645.7%
HCA vs APA
-49.4%
+1,695.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.1% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -2.7% | +15.7% | -18.5% | -5.6% |
| 3M | +11.5% | +16.5% | -5.0% | +7.7% |
| 6M | -24.3% | +35.1% | -59.4% | -29.7% |
| YTD | -13.6% | +82.2% | -95.8% | -24.7% |
| 1Y | -3.2% | +102.5% | -105.7% | -18.1% |
| 3Y | +50.4% | +10.3% | +40.1% | +39.1% |
| 5Y | +64.8% | +166.1% | -101.3% | +18.0% |
| 10Y | +456.5% | -4.9% | +461.4% | +284.5% |
| All | +1,645.7% | -49.4% | +1,695.1% | +1,429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling