+163.4%
HCA vs PL
+45.6%
+117.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +9.0% | +5.6% | +3.4% | +8.8% |
| 30D | +11.8% | -16.9% | +28.8% | +12.3% |
| 3M | +22.1% | -38.2% | +60.3% | +23.6% |
| 6M | +16.4% | -63.4% | +79.8% | +19.3% |
| YTD | +8.6% | -27.6% | +36.3% | +7.7% |
| 1Y | +10.6% | +6.6% | +4.0% | +7.4% |
| 3Y | +121.7% | +557.6% | -435.9% | +86.4% |
| 5Y | +114.5% | +39.5% | +75.0% | +88.8% |
| All | +163.4% | +45.6% | +117.8% | +127.3% |
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