+104.3%
HCA vs S
-56.8%
+161.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -3.1% | -7.7% | +4.6% | -2.6% |
| 30D | -1.1% | -5.3% | +4.2% | -0.9% |
| 3M | +12.2% | +20.3% | -8.1% | +10.4% |
| 6M | -25.3% | +47.4% | -72.7% | -27.8% |
| YTD | -12.9% | +32.5% | -45.5% | -15.3% |
| 1Y | -0.9% | +9.5% | -10.5% | -2.4% |
| 3Y | +47.6% | +15.5% | +32.1% | +41.1% |
| 5Y | +67.0% | -71.2% | +138.2% | +66.6% |
| All | +104.3% | -56.8% | +161.1% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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