+466.3%
HCA vs P
+485.4%
-19.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -3.1% | +6.5% | -9.6% | -4.0% |
| 30D | -1.1% | +18.8% | -20.0% | -4.2% |
| 3M | +12.2% | +26.7% | -14.6% | +6.7% |
| 6M | -25.3% | +62.2% | -87.5% | -32.4% |
| YTD | -12.9% | +48.5% | -61.4% | -20.6% |
| 1Y | -0.9% | +26.4% | -27.3% | -8.6% |
| 3Y | +47.6% | +159.4% | -111.8% | +9.7% |
| 5Y | +67.0% | +275.8% | -208.8% | +10.0% |
| 10Y | +471.4% | +732.0% | -260.6% | +208.5% |
| All | +466.3% | +485.4% | -19.0% | +196.2% |
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