+9.0%
HCA vs PBR
+74.7%
-65.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -7.0% | +17.3% | +9.8% |
| 7D | +10.2% | -11.0% | +21.2% | +9.6% |
| 30D | +17.4% | -18.8% | +36.2% | +16.7% |
| 3M | +27.7% | +7.8% | +19.9% | +29.1% |
| 6M | +20.0% | -7.6% | +27.6% | +22.1% |
| YTD | +10.0% | +72.7% | -62.7% | +8.4% |
| 1Y | +9.0% | +72.9% | -63.9% | +8.4% |
| All | +9.0% | +74.7% | -65.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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