+6.7%
HCA vs P
+20.5%
-13.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -3.0% | +1.4% |
| 7D | +5.4% | -1.3% | +6.8% | +5.4% |
| 30D | +3.0% | -11.9% | +14.8% | +2.8% |
| 3M | +13.0% | +41.6% | -28.6% | +13.5% |
| 6M | -20.3% | +58.1% | -78.4% | -20.5% |
| YTD | -8.2% | +46.5% | -54.7% | -8.0% |
| 1Y | +6.7% | +19.1% | -12.4% | +10.6% |
| All | +6.7% | +20.5% | -13.8% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling