+650.3%
HCA vs PR
+86.0%
+564.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | +0.8% | +6.0% | -5.2% | +0.2% |
| 30D | +6.1% | -4.2% | +10.3% | +6.4% |
| 3M | +21.4% | +10.0% | +11.5% | +19.9% |
| 6M | +17.2% | +15.6% | +1.6% | +14.8% |
| YTD | +7.5% | +68.2% | -60.7% | +0.9% |
| 1Y | +6.2% | +79.2% | -73.0% | -1.0% |
| 3Y | +122.0% | +94.9% | +27.1% | +102.1% |
| 5Y | +112.2% | +272.8% | -160.6% | +74.9% |
| All | +650.3% | +86.0% | +564.3% | +430.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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