+205.9%
PFE vs HCA
+2,058.6%
-1,852.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +0.3% | +6.1% | -5.7% | -0.8% |
| 3M | +9.4% | +21.4% | -12.1% | +5.3% |
| 6M | +14.9% | +17.2% | -2.3% | +11.1% |
| YTD | +23.8% | +7.5% | +16.3% | +21.1% |
| 1Y | +19.5% | +6.2% | +13.4% | +17.1% |
| 3Y | +21.0% | +122.0% | -101.0% | +2.1% |
| 5Y | -23.9% | +112.2% | -136.0% | -36.5% |
| 10Y | +47.8% | +675.7% | -627.9% | -5.4% |
| All | +205.9% | +2,058.6% | -1,852.6% | +57.4% |
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 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