+162.6%
PM vs HCA
+111.8%
+50.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | -3.2% | +6.1% | -9.3% | -4.6% |
| 3M | +6.2% | +21.4% | -15.2% | +1.6% |
| 6M | +7.7% | +17.2% | -9.5% | +3.5% |
| YTD | +27.3% | +7.5% | +19.8% | +24.3% |
| 1Y | +32.8% | +6.2% | +26.6% | +29.9% |
| 3Y | +150.0% | +122.0% | +28.0% | +106.7% |
| All | +162.6% | +111.8% | +50.8% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling