+66.2%
PWR vs HCA
-0.5%
+66.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | +3.6% | -3.1% | +6.7% | +3.2% |
| 30D | -8.6% | -1.1% | -7.4% | -8.6% |
| 3M | -13.2% | +12.2% | -25.3% | -13.1% |
| 6M | +9.9% | -25.3% | +35.2% | +10.9% |
| YTD | +48.0% | -12.9% | +61.0% | +51.0% |
| 1Y | +66.2% | -0.9% | +67.1% | +78.8% |
| All | +66.2% | -0.5% | +66.7% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling