+498.2%
HCA vs APD
+166.7%
+331.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.7% |
| 7D | +5.4% | -3.3% | +8.7% | +6.8% |
| 30D | +3.0% | -4.2% | +7.1% | +4.7% |
| 3M | +13.0% | +5.4% | +7.6% | +10.0% |
| 6M | -20.3% | +6.3% | -26.5% | -22.8% |
| YTD | -8.2% | +20.3% | -28.6% | -16.1% |
| 1Y | +6.7% | +1.6% | +5.1% | +4.3% |
| 3Y | +60.4% | +4.0% | +56.4% | +50.0% |
| 5Y | +73.4% | +23.3% | +50.1% | +45.1% |
| All | +498.2% | +166.7% | +331.5% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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