+498.2%
HCA vs SFM
+271.4%
+226.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +5.4% | -10.6% | +16.0% | +6.7% |
| 30D | +3.0% | -15.5% | +18.4% | +4.8% |
| 3M | +13.0% | -17.4% | +30.5% | +15.1% |
| 6M | -20.3% | -3.4% | -16.8% | -20.4% |
| YTD | -8.2% | -8.7% | +0.4% | -8.0% |
| 1Y | +6.7% | -47.2% | +53.9% | +13.3% |
| 3Y | +60.4% | +82.7% | -22.3% | +43.4% |
| 5Y | +73.4% | +214.3% | -140.9% | +42.8% |
| All | +498.2% | +271.4% | +226.8% | +377.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling