+456.6%
HCA vs PR
+101.2%
+355.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -2.7% | +17.4% | -20.1% | -4.4% |
| 3M | +11.5% | +21.8% | -10.3% | +9.0% |
| 6M | -24.3% | +27.6% | -51.9% | -26.5% |
| YTD | -13.6% | +71.4% | -85.0% | -18.8% |
| 1Y | -3.2% | +78.3% | -81.5% | -9.6% |
| 3Y | +50.4% | +85.5% | -35.1% | +37.9% |
| 5Y | +64.8% | +422.7% | -357.9% | +31.1% |
| 10Y | +456.6% | +87.1% | +369.4% | +283.1% |
| All | +456.6% | +101.2% | +355.4% | +283.1% |
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