+163.6%
HCA vs PL
+46.6%
+117.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.5% | -12.5% | +1.6% |
| 7D | +7.9% | +10.9% | -2.9% | +7.6% |
| 30D | +11.9% | -16.4% | +28.3% | +12.4% |
| 3M | +22.4% | -39.9% | +62.3% | +24.0% |
| 6M | +16.5% | -63.2% | +79.7% | +19.4% |
| YTD | +8.7% | -27.1% | +35.9% | +7.7% |
| 1Y | +6.7% | +12.2% | -5.5% | +3.3% |
| 3Y | +127.0% | +584.3% | -457.3% | +90.4% |
| 5Y | +113.9% | +37.0% | +76.9% | +90.2% |
| All | +163.6% | +46.6% | +117.0% | +127.5% |
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