+61.8%
PCAR vs HCA
+51.3%
+10.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | 0.0% | -2.8% | +2.8% | +0.4% |
| 30D | -7.7% | -2.7% | -5.0% | -7.4% |
| 3M | +3.7% | +11.5% | -7.8% | +2.1% |
| 6M | +2.3% | -24.3% | +26.6% | +5.8% |
| YTD | +12.8% | -13.6% | +26.4% | +14.8% |
| 1Y | +27.8% | -3.2% | +30.9% | +27.9% |
| 3Y | +61.8% | +50.4% | +11.4% | +49.1% |
| All | +61.8% | +51.3% | +10.4% | +49.1% |
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