+657.1%
HCA vs PR
+65.1%
+592.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +9.0% | -9.5% | +18.5% | +9.9% |
| 30D | +11.8% | -5.7% | +17.5% | +12.3% |
| 3M | +22.1% | +3.0% | +19.1% | +21.3% |
| 6M | +16.4% | +11.8% | +4.5% | +14.4% |
| YTD | +8.6% | +58.5% | -49.9% | +2.6% |
| 1Y | +10.6% | +69.9% | -59.3% | +3.6% |
| 3Y | +121.7% | +84.9% | +36.8% | +102.8% |
| 5Y | +114.5% | +246.4% | -132.0% | +78.0% |
| 10Y | +657.1% | +70.3% | +586.8% | +433.9% |
| All | +657.1% | +65.1% | +592.0% | +433.9% |
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