-25.1%
PINS vs HCA
+301.2%
-326.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.9% | -14.2% | -10.9% |
| 7D | -13.9% | +4.9% | -18.8% | -15.5% |
| 30D | -25.0% | +1.9% | -26.9% | -25.7% |
| 3M | -16.6% | +12.7% | -29.3% | -20.7% |
| 6M | -7.0% | -22.3% | +15.4% | +0.6% |
| YTD | -29.4% | -9.3% | -20.1% | -28.6% |
| 1Y | -49.9% | +2.7% | -52.6% | -52.1% |
| 3Y | -33.6% | +57.8% | -91.5% | -49.1% |
| 5Y | -66.8% | +70.3% | -137.2% | -76.3% |
| All | -25.1% | +301.2% | -326.3% | -67.4% |
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 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