+109.5%
HCA vs PL
+81.7%
+27.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -2.8% | -7.5% | +4.7% | -2.6% |
| 30D | -2.7% | -25.6% | +22.8% | -1.9% |
| 3M | +11.5% | -45.6% | +57.1% | +13.4% |
| 6M | -24.3% | -29.5% | +5.3% | -24.3% |
| YTD | -13.6% | -9.7% | -3.9% | -14.8% |
| 1Y | -3.2% | +84.4% | -87.6% | -8.0% |
| 3Y | +50.4% | +550.0% | -499.6% | +27.7% |
| 5Y | +64.8% | +79.0% | -14.2% | +41.5% |
| All | +109.5% | +81.7% | +27.8% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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