+2,071.1%
HCA vs PH
+1,379.5%
+691.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.8% | +4.3% | -3.5% | -1.1% |
| 30D | +6.1% | +0.1% | +5.9% | +5.3% |
| 3M | +21.4% | -9.4% | +30.8% | +25.9% |
| 6M | +17.2% | +8.8% | +8.4% | +11.2% |
| YTD | +7.5% | +9.6% | -2.2% | +0.8% |
| 1Y | +6.2% | +14.4% | -8.3% | -2.5% |
| 3Y | +122.0% | +134.5% | -12.5% | +36.8% |
| 5Y | +112.2% | +204.4% | -92.3% | +11.2% |
| 10Y | +675.7% | +697.3% | -21.6% | +140.1% |
| All | +2,071.1% | +1,379.5% | +691.6% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling