+32.8%
PFE vs HCA
+511.6%
-478.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -2.6% | +5.4% | -8.0% | -3.5% |
| 30D | +5.4% | +3.0% | +2.4% | +4.7% |
| 3M | +7.8% | +13.0% | -5.2% | +5.1% |
| 6M | +5.0% | -20.3% | +25.3% | +9.0% |
| YTD | +17.1% | -8.2% | +25.3% | +18.0% |
| 1Y | +19.3% | +6.7% | +12.6% | +16.7% |
| 3Y | -0.9% | +60.4% | -61.3% | -11.7% |
| 5Y | -20.8% | +73.4% | -94.2% | -31.8% |
| All | +32.8% | +511.6% | -478.8% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling