+1,658.7%
HCA vs PAAS
+83.8%
+1,574.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -3.1% | -2.9% | -0.2% | -2.8% |
| 30D | -1.1% | +6.8% | -7.9% | -1.8% |
| 3M | +12.2% | -2.9% | +15.0% | +12.0% |
| 6M | -25.3% | -16.4% | -8.9% | -24.7% |
| YTD | -12.9% | 0.0% | -13.0% | -14.0% |
| 1Y | -0.9% | +54.3% | -55.3% | -6.5% |
| 3Y | +47.6% | +230.7% | -183.0% | +26.7% |
| 5Y | +67.0% | +111.6% | -44.7% | +47.1% |
| 10Y | +471.4% | +211.7% | +259.7% | +366.5% |
| All | +1,658.7% | +83.8% | +1,574.9% | +1,492.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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