+32.4%
PWR vs HCA
+11.2%
+21.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +10.3% | -22.0% | -9.4% |
| 7D | -4.4% | +10.2% | -14.6% | -1.9% |
| 30D | -15.1% | +17.4% | -32.5% | -12.2% |
| 3M | -16.2% | +27.7% | -43.9% | -12.6% |
| 6M | -23.3% | +20.0% | -43.4% | -19.0% |
| YTD | +37.6% | +10.0% | +27.6% | +46.9% |
| 1Y | +32.4% | +9.0% | +23.4% | +40.7% |
| All | +32.4% | +11.2% | +21.2% | +40.7% |
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 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