+601.4%
HCA vs P
+547.6%
+53.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.5% |
| 7D | -1.3% | +17.8% | -19.2% | -3.7% |
| 30D | +8.7% | -29.9% | +38.5% | +13.4% |
| 3M | +21.0% | -1.2% | +22.1% | +19.3% |
| 6M | +17.0% | +32.1% | -15.2% | +8.7% |
| YTD | +7.8% | +64.3% | -56.5% | -4.5% |
| 1Y | +6.4% | +24.3% | -17.8% | -2.1% |
| 3Y | +120.0% | +203.2% | -83.2% | +57.1% |
| 5Y | +112.9% | +290.4% | -177.6% | +38.5% |
| 10Y | +678.2% | +680.9% | -2.6% | +310.6% |
| All | +601.4% | +547.6% | +53.8% | +256.5% |
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