+1,645.7%
HCA vs PH
+1,376.7%
+269.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -2.7% | -10.8% | +8.1% | +2.4% |
| 3M | +11.5% | +8.5% | +3.0% | +6.8% |
| 6M | -24.3% | +3.9% | -28.2% | -26.3% |
| YTD | -13.6% | +9.4% | -23.0% | -18.2% |
| 1Y | -3.2% | +26.8% | -30.0% | -15.0% |
| 3Y | +50.4% | +140.8% | -90.4% | -8.5% |
| 5Y | +64.8% | +253.8% | -189.0% | -19.8% |
| 10Y | +456.5% | +792.3% | -335.8% | +65.0% |
| All | +1,645.7% | +1,376.7% | +269.1% | +243.6% |
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