+71.1%
HCA vs SBAC
-45.4%
+116.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.6% |
| 7D | +2.9% | -5.3% | +8.2% | +4.4% |
| 30D | +2.4% | +0.4% | +2.0% | +2.2% |
| 3M | +13.0% | -11.9% | +24.9% | +16.6% |
| 6M | -21.4% | -4.5% | -16.9% | -21.3% |
| YTD | -9.5% | -4.3% | -5.1% | -9.7% |
| 1Y | +7.5% | -3.9% | +11.4% | +6.9% |
| 3Y | +57.6% | -11.0% | +68.6% | +57.5% |
| 5Y | +71.1% | -44.1% | +115.2% | +102.2% |
| All | +71.1% | -45.4% | +116.5% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling