+1,131.3%
PSX vs HCA
+1,725.0%
-593.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +2.8% | -2.8% | +5.6% | +3.8% |
| 30D | +27.8% | -2.7% | +30.5% | +28.8% |
| 3M | +42.0% | +11.5% | +30.5% | +35.3% |
| 6M | +58.1% | -24.3% | +82.4% | +71.6% |
| YTD | +105.0% | -13.6% | +118.6% | +111.1% |
| 1Y | +104.9% | -3.2% | +108.1% | +101.2% |
| 3Y | +134.1% | +50.4% | +83.6% | +89.7% |
| 5Y | +363.8% | +64.8% | +299.1% | +247.0% |
| 10Y | +370.1% | +456.5% | -86.4% | +115.9% |
| All | +1,131.3% | +1,725.0% | -593.7% | +308.1% |
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