+72.8%
HCA vs APTV
-69.3%
+142.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +5.4% | -5.0% | +10.4% | +6.4% |
| 30D | +3.0% | -6.1% | +9.0% | +4.1% |
| 3M | +13.0% | -33.0% | +46.0% | +21.7% |
| 6M | -20.3% | -35.2% | +15.0% | -14.3% |
| YTD | -8.2% | -40.1% | +31.9% | -0.1% |
| 1Y | +6.7% | -45.6% | +52.3% | +18.5% |
| 3Y | +60.4% | -54.4% | +114.7% | +82.8% |
| All | +72.8% | -69.3% | +142.1% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling