+115.2%
PCAR vs HCA
+111.8%
+3.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.9% | +0.8% | +4.1% | +4.8% |
| 30D | -1.4% | +6.1% | -7.5% | -2.7% |
| 3M | -18.1% | +21.4% | -39.6% | -21.5% |
| 6M | -4.0% | +17.2% | -21.2% | -7.5% |
| YTD | -1.5% | +7.5% | -8.9% | -3.6% |
| 1Y | +13.2% | +6.2% | +7.0% | +10.9% |
| 3Y | +35.8% | +122.0% | -86.2% | +8.1% |
| All | +115.2% | +111.8% | +3.4% | +64.8% |
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