+2,168.3%
HCA vs APTV
+173.4%
+1,994.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.8% |
| 7D | +4.9% | -1.2% | +6.1% | +5.2% |
| 30D | +1.9% | -10.6% | +12.5% | +5.5% |
| 3M | +12.7% | -35.0% | +47.7% | +28.6% |
| 6M | -22.3% | -38.9% | +16.6% | -10.9% |
| YTD | -9.3% | -41.5% | +32.2% | +4.9% |
| 1Y | +2.7% | -45.8% | +48.5% | +21.6% |
| 3Y | +57.8% | -55.7% | +113.5% | +90.8% |
| 5Y | +70.3% | -70.1% | +140.4% | +129.4% |
| 10Y | +499.7% | -19.1% | +518.8% | +382.2% |
| All | +2,168.3% | +173.4% | +1,994.9% | +1,195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling