+71.1%
HCA vs SFM
+212.1%
-141.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +2.9% | -8.8% | +11.7% | +3.9% |
| 30D | +2.4% | -14.5% | +16.8% | +3.9% |
| 3M | +13.0% | -16.8% | +29.9% | +15.0% |
| 6M | -21.4% | -5.3% | -16.0% | -21.3% |
| YTD | -9.5% | -9.4% | -0.1% | -9.1% |
| 1Y | +7.5% | -46.2% | +53.7% | +14.3% |
| 3Y | +57.6% | +81.3% | -23.7% | +36.8% |
| 5Y | +71.1% | +211.9% | -140.8% | +38.2% |
| All | +71.1% | +212.1% | -141.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling