+210.9%
PM vs HCA
+511.6%
-300.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +4.7% | +5.4% | -0.7% | +3.3% |
| 30D | +2.6% | +3.0% | -0.4% | +1.7% |
| 3M | +6.6% | +13.0% | -6.5% | +3.0% |
| 6M | +16.5% | -20.3% | +36.8% | +22.6% |
| YTD | +21.2% | -8.2% | +29.4% | +22.9% |
| 1Y | +17.9% | +6.7% | +11.2% | +14.8% |
| 3Y | +129.8% | +60.4% | +69.4% | +98.7% |
| 5Y | +133.0% | +73.4% | +59.6% | +92.4% |
| All | +210.9% | +511.6% | -300.7% | +84.4% |
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