+469.4%
PWR vs HCA
+71.9%
+397.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.8% | +4.9% |
| 7D | +4.2% | +5.4% | -1.2% | +3.0% |
| 30D | -4.0% | +3.0% | -7.0% | -4.8% |
| 3M | -4.8% | +13.0% | -17.8% | -8.2% |
| 6M | +14.6% | -20.3% | +34.9% | +21.1% |
| YTD | +54.2% | -8.2% | +62.5% | +56.2% |
| 1Y | +67.1% | +6.7% | +60.4% | +61.4% |
| 3Y | +218.5% | +60.4% | +158.1% | +160.5% |
| All | +469.4% | +71.9% | +397.5% | +323.5% |
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