+498.2%
HCA vs PH
+820.2%
-322.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | +5.4% | -1.3% | +6.7% | +6.0% |
| 30D | +3.0% | -11.0% | +14.0% | +8.6% |
| 3M | +13.0% | +5.5% | +7.5% | +9.6% |
| 6M | -20.3% | +1.5% | -21.7% | -21.6% |
| YTD | -8.2% | +8.8% | -17.0% | -13.1% |
| 1Y | +6.7% | +24.5% | -17.8% | -5.9% |
| 3Y | +60.4% | +141.2% | -80.8% | -5.4% |
| 5Y | +73.4% | +256.3% | -182.9% | -20.4% |
| All | +498.2% | +820.2% | -322.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling