+2.7%
HCA vs PR
+77.2%
-74.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +4.9% |
| 7D | +4.9% | -0.8% | +5.8% | +4.8% |
| 30D | +1.9% | +11.3% | -9.4% | +3.7% |
| 3M | +12.7% | +24.1% | -11.3% | +16.6% |
| 6M | -22.3% | +25.4% | -47.7% | -19.5% |
| YTD | -9.3% | +71.2% | -80.5% | -4.4% |
| 1Y | +2.7% | +78.6% | -75.9% | +8.2% |
| All | +2.7% | +77.2% | -74.5% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling