+498.2%
HCA vs SBAC
+87.1%
+411.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.7% |
| 7D | +5.4% | -2.1% | +7.5% | +6.0% |
| 30D | +3.0% | +2.0% | +1.0% | +2.3% |
| 3M | +13.0% | -8.3% | +21.3% | +15.5% |
| 6M | -20.3% | +0.3% | -20.6% | -21.5% |
| YTD | -8.2% | -2.2% | -6.0% | -9.2% |
| 1Y | +6.7% | -4.6% | +11.3% | +6.2% |
| 3Y | +60.4% | -8.3% | +68.7% | +58.6% |
| 5Y | +73.4% | -42.8% | +116.3% | +99.2% |
| All | +498.2% | +87.1% | +411.1% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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