+2,053.4%
HCA vs PPL
+199.9%
+1,853.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +12.7% | +5.4% | +7.3% | +9.6% |
| 3M | +21.3% | +4.3% | +17.0% | +18.3% |
| 6M | +15.7% | -1.3% | +17.0% | +16.0% |
| YTD | +6.6% | +4.7% | +1.9% | +3.2% |
| 1Y | +5.7% | +1.3% | +4.5% | +4.1% |
| 3Y | +119.2% | +57.2% | +62.0% | +69.1% |
| 5Y | +107.9% | +48.2% | +59.7% | +64.3% |
| 10Y | +610.7% | +62.7% | +547.9% | +425.1% |
| All | +2,053.4% | +199.9% | +1,853.5% | +1,025.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 all: compounded portfolio wealth divided by compounded PPL 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…
all analysis · Full analysis span regression · 6 months rolling