+60.4%
HCA vs PSA
+22.3%
+38.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +5.4% | -1.8% | +7.2% | +6.1% |
| 30D | +3.0% | -8.4% | +11.3% | +6.3% |
| 3M | +13.0% | -7.8% | +20.9% | +16.5% |
| 6M | -20.3% | +0.8% | -21.1% | -20.4% |
| YTD | -8.2% | +16.5% | -24.7% | -13.4% |
| 1Y | +6.7% | +4.7% | +2.0% | +4.6% |
| 3Y | +60.4% | +21.1% | +39.3% | +44.6% |
| All | +60.4% | +22.3% | +38.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling