+1,754.0%
HCA vs PSLV
+27.7%
+1,726.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.4% | -3.5% | +8.9% | +5.7% |
| 30D | +3.0% | -2.1% | +5.1% | +3.1% |
| 3M | +13.0% | -1.6% | +14.7% | +13.0% |
| 6M | -20.3% | -25.5% | +5.2% | -18.6% |
| YTD | -8.2% | -11.4% | +3.2% | -9.3% |
| 1Y | +6.7% | +48.6% | -41.9% | -0.8% |
| 3Y | +60.4% | +166.9% | -106.5% | +38.1% |
| 5Y | +73.4% | +152.4% | -79.0% | +49.3% |
| 10Y | +506.9% | +187.8% | +319.2% | +404.3% |
| All | +1,754.0% | +27.7% | +1,726.2% | +1,473.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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