+163.9%
PCAR vs HCA
+73.0%
+90.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.5% |
| 7D | -0.2% | +4.9% | -5.1% | -1.2% |
| 30D | -6.9% | +1.9% | -8.8% | -7.3% |
| 3M | +2.1% | +12.7% | -10.6% | -0.7% |
| 6M | +1.6% | -22.3% | +23.9% | +6.8% |
| YTD | +12.2% | -9.3% | +21.6% | +13.9% |
| 1Y | +28.0% | +2.7% | +25.3% | +26.0% |
| 3Y | +61.0% | +57.8% | +3.1% | +39.4% |
| 5Y | +163.9% | +70.3% | +93.6% | +113.1% |
| All | +163.9% | +73.0% | +90.9% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling