-23.0%
PINS vs HCA
+300.6%
-323.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | -9.9% | +2.9% | -12.9% | -11.0% |
| 30D | -20.9% | +2.4% | -23.3% | -21.8% |
| 3M | -13.7% | +13.0% | -26.8% | -18.1% |
| 6M | -3.0% | -21.4% | +18.3% | +4.4% |
| YTD | -27.5% | -9.5% | -18.0% | -26.6% |
| 1Y | -46.8% | +7.5% | -54.3% | -50.1% |
| 3Y | -31.8% | +57.6% | -89.4% | -47.6% |
| 5Y | -65.4% | +71.1% | -136.5% | -75.3% |
| All | -23.0% | +300.6% | -323.6% | -66.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling