+1,754.0%
HCA vs PBR
+108.0%
+1,645.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +5.4% | +5.4% | 0.0% | +4.4% |
| 30D | +3.0% | +22.9% | -19.9% | -0.8% |
| 3M | +13.0% | +19.6% | -6.6% | +9.0% |
| 6M | -20.3% | +16.5% | -36.7% | -23.0% |
| YTD | -8.2% | +86.7% | -94.9% | -18.8% |
| 1Y | +6.7% | +74.7% | -68.0% | -4.6% |
| 3Y | +60.4% | +102.6% | -42.2% | +37.0% |
| 5Y | +73.4% | +566.6% | -493.1% | +12.9% |
| 10Y | +506.9% | +686.1% | -179.1% | +248.8% |
| All | +1,754.0% | +108.0% | +1,645.9% | +1,253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling