+579.8%
HCA vs PR
+149.9%
+429.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +7.9% | -12.4% | +20.3% | +9.2% |
| 30D | +11.9% | -6.6% | +18.5% | +12.5% |
| 3M | +22.4% | +7.5% | +14.9% | +21.1% |
| 6M | +16.5% | +10.8% | +5.7% | +14.6% |
| YTD | +8.7% | +57.0% | -48.3% | +2.9% |
| 1Y | +6.7% | +67.9% | -61.3% | +0.2% |
| 3Y | +127.0% | +87.6% | +39.4% | +107.6% |
| 5Y | +113.9% | +220.4% | -106.5% | +79.4% |
| 10Y | +656.7% | +64.8% | +591.9% | +419.8% |
| All | +579.8% | +149.9% | +429.9% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling