-20.3%
HCA vs PBR
+20.9%
-41.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.2% |
| 7D | +5.4% | +5.4% | 0.0% | +6.4% |
| 30D | +3.0% | +22.9% | -19.9% | +6.9% |
| 3M | +13.0% | +19.6% | -6.6% | +17.0% |
| 6M | -20.3% | +16.5% | -36.7% | -16.2% |
| All | -20.3% | +20.9% | -41.1% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling