+71.1%
HCA vs SAN
+379.7%
-308.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.9% | -2.8% | +5.7% | +3.5% |
| 30D | +2.4% | -0.5% | +2.9% | +2.5% |
| 3M | +13.0% | +22.7% | -9.7% | +8.1% |
| 6M | -21.4% | +28.8% | -50.2% | -25.9% |
| YTD | -9.5% | +26.3% | -35.7% | -14.7% |
| 1Y | +7.5% | +48.8% | -41.3% | -2.7% |
| 3Y | +57.6% | +347.2% | -289.6% | +5.3% |
| 5Y | +71.1% | +383.8% | -312.6% | +5.2% |
| All | +71.1% | +379.7% | -308.6% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling