+9.0%
HCA vs PBF
+120.1%
-111.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.7% | +17.0% | +9.8% |
| 7D | +10.2% | -0.9% | +11.2% | +10.2% |
| 30D | +17.4% | -13.7% | +31.1% | +16.2% |
| 3M | +27.7% | +10.6% | +17.1% | +29.8% |
| 6M | +20.0% | +61.2% | -41.2% | +26.2% |
| YTD | +10.0% | +172.7% | -162.7% | +17.0% |
| 1Y | +9.0% | +111.0% | -102.0% | +12.7% |
| All | +9.0% | +120.1% | -111.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling