+498.2%
HCA vs SAN
+357.1%
+141.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | +3.0% | +0.9% | +2.0% | +2.6% |
| 3M | +13.0% | +19.1% | -6.1% | +6.3% |
| 6M | -20.3% | +33.2% | -53.5% | -28.3% |
| YTD | -8.2% | +29.1% | -37.3% | -17.3% |
| 1Y | +6.7% | +50.2% | -43.5% | -9.2% |
| 3Y | +60.4% | +351.0% | -290.7% | -12.6% |
| 5Y | +73.4% | +394.7% | -321.2% | -13.3% |
| All | +498.2% | +357.1% | +141.1% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling