-0.9%
HCA vs SARO
-7.4%
+6.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -1.1% | -20.0% | +18.9% | -0.1% |
| 3M | +12.2% | -2.9% | +15.1% | +12.8% |
| 6M | -25.3% | -17.7% | -7.7% | -25.8% |
| YTD | -12.9% | -13.5% | +0.5% | -12.3% |
| 1Y | -0.9% | -9.7% | +8.8% | 0.0% |
| All | -0.9% | -7.4% | +6.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling