+378.1%
PSX vs HCA
+511.6%
-133.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +1.7% | +5.4% | -3.7% | -0.2% |
| 30D | +15.6% | +3.0% | +12.7% | +14.2% |
| 3M | +46.5% | +13.0% | +33.4% | +38.6% |
| 6M | +55.0% | -20.3% | +75.3% | +66.1% |
| YTD | +105.3% | -8.2% | +113.5% | +107.0% |
| 1Y | +101.6% | +6.7% | +94.9% | +90.4% |
| 3Y | +134.1% | +60.4% | +73.8% | +81.4% |
| 5Y | +368.7% | +73.4% | +295.2% | +233.6% |
| All | +378.1% | +511.6% | -133.5% | +111.0% |
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