+71.1%
HCA vs PH
+243.6%
-172.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.4% |
| 7D | +2.9% | -3.1% | +6.1% | +3.9% |
| 30D | +2.4% | -11.8% | +14.2% | +6.4% |
| 3M | +13.0% | +6.9% | +6.1% | +10.2% |
| 6M | -21.4% | -1.3% | -20.1% | -21.6% |
| YTD | -9.5% | +7.0% | -16.4% | -12.2% |
| 1Y | +7.5% | +23.1% | -15.6% | -0.9% |
| 3Y | +57.6% | +135.4% | -77.8% | +5.8% |
| 5Y | +71.1% | +250.3% | -179.2% | -11.0% |
| All | +71.1% | +243.6% | -172.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling