+2,837.1%
PWR vs HCA
+1,721.2%
+1,115.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -3.4% |
| 7D | +2.7% | +4.9% | -2.3% | +1.0% |
| 30D | -5.1% | +1.9% | -7.0% | -5.9% |
| 3M | -9.4% | +12.7% | -22.1% | -13.8% |
| 6M | +10.4% | -22.3% | +32.8% | +18.2% |
| YTD | +48.6% | -9.3% | +58.0% | +50.6% |
| 1Y | +68.0% | +2.7% | +65.3% | +62.5% |
| 3Y | +204.7% | +57.8% | +146.9% | +148.0% |
| 5Y | +451.9% | +70.3% | +381.6% | +326.4% |
| 10Y | +2,425.3% | +499.7% | +1,925.7% | +1,149.8% |
| All | +2,837.1% | +1,721.2% | +1,115.9% | +879.8% |
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 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