+2.7%
HCA vs PL
+99.3%
-96.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +4.9% |
| 7D | +4.9% | -13.9% | +18.8% | +4.8% |
| 30D | +1.9% | -25.5% | +27.3% | +1.7% |
| 3M | +12.7% | -44.8% | +57.5% | +12.5% |
| 6M | -22.3% | -33.3% | +11.0% | -22.7% |
| YTD | -9.3% | -12.7% | +3.3% | -10.3% |
| 1Y | +2.7% | +90.9% | -88.2% | -5.3% |
| All | +2.7% | +99.3% | -96.6% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling