+444.3%
HCA vs PR
+169.5%
+274.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | -1.1% | +18.0% | -19.2% | -2.8% |
| 3M | +12.2% | +16.9% | -4.7% | +10.1% |
| 6M | -25.3% | +28.2% | -53.6% | -27.6% |
| YTD | -12.9% | +69.3% | -82.3% | -18.0% |
| 1Y | -0.9% | +69.5% | -70.4% | -6.9% |
| 3Y | +47.6% | +81.7% | -34.1% | +35.7% |
| 5Y | +67.0% | +422.2% | -355.3% | +33.1% |
| 10Y | +471.4% | +110.4% | +361.1% | +290.5% |
| All | +444.3% | +169.5% | +274.8% | +277.6% |
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