+495.2%
PM vs HCA
+1,635.7%
-1,140.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | -2.6% | -2.7% | +0.2% | -2.1% |
| 3M | +5.8% | +11.5% | -5.7% | +3.2% |
| 6M | +10.6% | -24.3% | +34.8% | +16.6% |
| YTD | +17.2% | -13.6% | +30.7% | +20.1% |
| 1Y | +17.6% | -3.2% | +20.8% | +17.5% |
| 3Y | +124.3% | +50.4% | +73.8% | +102.4% |
| 5Y | +125.1% | +64.8% | +60.3% | +95.6% |
| 10Y | +198.6% | +456.5% | -257.9% | +100.1% |
| All | +495.2% | +1,635.7% | -1,140.5% | +228.7% |
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