+1,645.7%
HCA vs SAN
+206.4%
+1,439.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -2.8% | +3.3% | -6.1% | -3.8% |
| 30D | -2.7% | +1.1% | -3.8% | -3.1% |
| 3M | +11.5% | +22.2% | -10.7% | +4.5% |
| 6M | -24.3% | +36.0% | -60.3% | -31.7% |
| YTD | -13.6% | +28.2% | -41.8% | -21.2% |
| 1Y | -3.2% | +54.1% | -57.3% | -17.0% |
| 3Y | +50.4% | +354.2% | -303.8% | -12.0% |
| 5Y | +64.8% | +387.3% | -322.5% | -9.4% |
| 10Y | +456.5% | +334.8% | +121.7% | +194.0% |
| All | +1,645.7% | +206.4% | +1,439.3% | +888.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling