+211.9%
PFE vs HCA
+2,088.8%
-1,876.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.0% | -0.9% | -2.0% | -2.8% |
| 30D | +5.2% | +10.3% | -5.1% | +3.2% |
| 3M | +12.2% | +23.2% | -11.0% | +7.8% |
| 6M | +17.8% | +19.1% | -1.3% | +13.6% |
| YTD | +26.2% | +9.0% | +17.2% | +23.1% |
| 1Y | +23.2% | +10.2% | +13.0% | +19.9% |
| 3Y | +21.3% | +122.4% | -101.1% | +2.3% |
| 5Y | -23.1% | +116.3% | -139.4% | -36.0% |
| 10Y | +50.7% | +686.6% | -635.9% | -3.8% |
| All | +211.9% | +2,088.8% | -1,876.9% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling