+1,645.7%
HCA vs SBAC
+405.5%
+1,240.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -2.7% | +3.2% | -6.0% | -3.8% |
| 3M | +11.5% | -5.1% | +16.5% | +12.9% |
| 6M | -24.3% | -2.1% | -22.2% | -25.0% |
| YTD | -13.6% | -0.5% | -13.1% | -15.2% |
| 1Y | -3.2% | +1.1% | -4.3% | -5.7% |
| 3Y | +50.4% | -7.4% | +57.9% | +47.9% |
| 5Y | +64.8% | -44.3% | +109.1% | +92.6% |
| 10Y | +456.5% | +77.6% | +379.0% | +300.6% |
| All | +1,645.7% | +405.5% | +1,240.3% | +483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling