+3.7%
PEP vs HCA
+11.2%
-7.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.3% | -6.6% | +1.9% |
| 7D | +7.4% | +10.2% | -2.9% | +5.4% |
| 30D | +13.3% | +17.4% | -4.1% | +10.1% |
| 3M | +3.5% | +27.7% | -24.2% | -0.9% |
| 6M | -5.9% | +20.0% | -25.9% | -9.9% |
| YTD | +2.3% | +10.0% | -7.7% | -0.3% |
| 1Y | +3.7% | +9.0% | -5.3% | +0.4% |
| All | +3.7% | +11.2% | -7.5% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling