+50.4%
HCA vs P
+159.9%
-109.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.8% |
| 7D | -2.8% | +7.8% | -10.6% | -2.9% |
| 30D | -2.7% | +12.3% | -15.1% | -2.9% |
| 3M | +11.5% | +37.1% | -25.6% | +10.8% |
| 6M | -24.3% | +66.1% | -90.4% | -25.3% |
| YTD | -13.6% | +50.9% | -64.5% | -14.5% |
| 1Y | -3.2% | +27.2% | -30.4% | -3.9% |
| 3Y | +50.4% | +158.7% | -108.3% | +37.0% |
| All | +50.4% | +159.9% | -109.5% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling