+1,658.7%
HCA vs APD
+443.4%
+1,215.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -3.1% | -2.2% | -0.9% | -2.2% |
| 30D | -1.1% | +2.1% | -3.2% | -2.1% |
| 3M | +12.2% | +7.2% | +5.0% | +8.3% |
| 6M | -25.3% | +11.2% | -36.6% | -29.3% |
| YTD | -12.9% | +24.4% | -37.3% | -21.9% |
| 1Y | -0.9% | +6.7% | -7.6% | -5.5% |
| 3Y | +47.6% | +9.2% | +38.4% | +34.1% |
| 5Y | +67.0% | +27.4% | +39.6% | +37.6% |
| 10Y | +471.4% | +164.8% | +306.6% | +217.3% |
| All | +1,658.7% | +443.4% | +1,215.3% | +505.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling