+58.5%
HCA vs SAN
+343.8%
-285.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +1.9% | -0.1% | +2.0% | +1.9% |
| 3M | +12.7% | +19.6% | -6.9% | +9.7% |
| 6M | -22.3% | +32.7% | -55.0% | -25.7% |
| YTD | -9.3% | +26.7% | -36.0% | -12.9% |
| 1Y | +2.7% | +51.6% | -48.9% | -4.4% |
| All | +58.5% | +343.8% | -285.3% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling