+367.0%
PSX vs HCA
+69.0%
+297.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +1.5% | +2.9% | -1.4% | +1.1% |
| 30D | +15.8% | +2.4% | +13.5% | +15.4% |
| 3M | +43.0% | +13.0% | +30.0% | +39.6% |
| 6M | +61.1% | -21.4% | +82.5% | +67.7% |
| YTD | +104.5% | -9.5% | +114.0% | +106.3% |
| 1Y | +102.5% | +7.5% | +95.0% | +96.1% |
| 3Y | +133.5% | +57.6% | +75.9% | +104.6% |
| 5Y | +367.0% | +71.1% | +295.8% | +289.0% |
| All | +367.0% | +69.0% | +297.9% | +289.0% |
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 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