+70.3%
HCA vs P
+274.2%
-203.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +9.0% | +5.2% |
| 7D | +4.9% | +5.0% | -0.1% | +4.5% |
| 30D | +1.9% | -0.9% | +2.8% | +1.8% |
| 3M | +12.7% | +38.7% | -25.9% | +9.6% |
| 6M | -22.3% | +54.4% | -76.7% | -25.6% |
| YTD | -9.3% | +44.8% | -54.2% | -12.9% |
| 1Y | +2.7% | +22.5% | -19.8% | -0.7% |
| 3Y | +57.8% | +148.2% | -90.4% | +31.3% |
| 5Y | +70.3% | +268.9% | -198.6% | +25.9% |
| All | +70.3% | +274.2% | -203.8% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling