+122.0%
HCA vs PL
+536.4%
-414.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +0.8% | +10.0% | -9.2% | +0.8% |
| 30D | +6.1% | -2.3% | +8.3% | +6.1% |
| 3M | +21.4% | -44.2% | +65.6% | +22.2% |
| 6M | +17.2% | -66.1% | +83.3% | +18.7% |
| YTD | +7.5% | -30.0% | +37.4% | +6.7% |
| 1Y | +6.2% | +21.0% | -14.9% | +3.7% |
| 3Y | +122.0% | +516.5% | -394.5% | +94.0% |
| All | +122.0% | +536.4% | -414.4% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling