+566.4%
HCA vs PR
+152.6%
+413.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.6% |
| 7D | +4.6% | -16.4% | +21.0% | +6.3% |
| 30D | +12.7% | -1.9% | +14.6% | +12.7% |
| 3M | +21.3% | +8.0% | +13.3% | +20.0% |
| 6M | +15.7% | +4.1% | +11.6% | +14.6% |
| YTD | +6.6% | +58.7% | -52.1% | +0.8% |
| 1Y | +5.7% | +75.8% | -70.1% | -1.2% |
| 3Y | +119.2% | +73.2% | +46.1% | +102.2% |
| 5Y | +107.9% | +230.1% | -122.2% | +73.8% |
| 10Y | +610.7% | +67.4% | +543.3% | +387.7% |
| All | +566.4% | +152.6% | +413.9% | +364.1% |
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 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