+72.8%
HCA vs PODD
-55.4%
+128.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +5.4% | -10.5% | +15.9% | +7.2% |
| 30D | +3.0% | -9.0% | +12.0% | +4.4% |
| 3M | +13.0% | -11.5% | +24.6% | +14.3% |
| 6M | -20.3% | -44.7% | +24.5% | -13.2% |
| YTD | -8.2% | -53.6% | +45.3% | +2.8% |
| 1Y | +6.7% | -61.0% | +67.7% | +23.0% |
| 3Y | +60.4% | -24.7% | +85.1% | +58.3% |
| All | +72.8% | -55.4% | +128.2% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 5y: compounded portfolio wealth divided by compounded PODD 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…
5y analysis · Full analysis span regression · 6 months rolling