+490.2%
HCA vs P
+684.8%
-194.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +2.9% | -4.1% | +7.1% | +3.6% |
| 30D | +2.4% | -14.0% | +16.3% | +4.6% |
| 3M | +13.0% | +41.4% | -28.4% | +5.2% |
| 6M | -21.4% | +54.2% | -75.5% | -28.9% |
| YTD | -9.5% | +40.4% | -49.9% | -17.4% |
| 1Y | +7.5% | +16.0% | -8.4% | 0.0% |
| 3Y | +57.6% | +140.7% | -83.1% | +14.6% |
| 5Y | +71.1% | +256.3% | -185.2% | +7.4% |
| All | +490.2% | +684.8% | -194.7% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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