+35.4%
PCAR vs HCA
+119.4%
-84.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +2.1% | -1.3% | +3.4% | +2.3% |
| 30D | -1.2% | +8.7% | -9.9% | -2.4% |
| 3M | -18.6% | +21.0% | -39.6% | -20.9% |
| 6M | -5.1% | +17.0% | -22.0% | -7.3% |
| YTD | -1.8% | +7.8% | -9.6% | -3.2% |
| 1Y | +10.6% | +6.4% | +4.2% | +9.1% |
| All | +35.4% | +119.4% | -84.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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