+1,010.5%
HCA vs SFM
+117.5%
+893.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | 0.0% |
| 7D | -2.8% | -5.8% | +3.0% | -2.2% |
| 30D | -2.7% | -11.4% | +8.6% | -1.5% |
| 3M | +11.5% | -12.2% | +23.7% | +12.8% |
| 6M | -24.3% | -5.2% | -19.1% | -24.3% |
| YTD | -13.6% | -4.5% | -9.1% | -13.8% |
| 1Y | -3.2% | -45.4% | +42.2% | +2.3% |
| 3Y | +50.4% | +91.1% | -40.7% | +34.8% |
| 5Y | +64.8% | +226.8% | -162.0% | +36.6% |
| 10Y | +456.5% | +291.9% | +164.6% | +343.4% |
| All | +1,010.5% | +117.5% | +893.1% | +828.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling