-0.9%
HCA vs APTV
-39.9%
+39.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.3% |
| 7D | -3.1% | +4.8% | -7.9% | -3.5% |
| 30D | -1.1% | +2.0% | -3.1% | -1.4% |
| 3M | +12.2% | -34.2% | +46.4% | +14.9% |
| 6M | -25.3% | -34.7% | +9.3% | -23.6% |
| YTD | -12.9% | -37.0% | +24.0% | -11.4% |
| 1Y | -0.9% | -40.4% | +39.5% | +0.4% |
| All | -0.9% | -39.9% | +39.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling