+599.1%
HCA vs P
+535.2%
+63.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +0.8% | +11.6% | -10.8% | -0.8% |
| 30D | +6.1% | -23.7% | +29.8% | +9.5% |
| 3M | +21.4% | -8.0% | +29.4% | +21.1% |
| 6M | +17.2% | +27.9% | -10.7% | +9.5% |
| YTD | +7.5% | +61.2% | -53.7% | -4.5% |
| 1Y | +6.2% | +28.6% | -22.5% | -3.0% |
| 3Y | +122.0% | +200.5% | -78.5% | +58.6% |
| 5Y | +112.2% | +282.9% | -170.8% | +38.4% |
| 10Y | +675.7% | +665.9% | +9.8% | +310.4% |
| All | +599.1% | +535.2% | +63.9% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling