+1,018.8%
HCA vs SFM
+132.6%
+886.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -1.1% | -4.4% | +3.2% | -0.7% |
| 3M | +12.2% | +1.5% | +10.6% | +11.7% |
| 6M | -25.3% | +6.5% | -31.8% | -26.2% |
| YTD | -12.9% | +2.2% | -15.1% | -13.7% |
| 1Y | -0.9% | -41.9% | +41.0% | +4.0% |
| 3Y | +47.6% | +106.8% | -59.1% | +31.2% |
| 5Y | +67.0% | +231.6% | -164.6% | +38.2% |
| 10Y | +471.4% | +258.4% | +213.0% | +358.8% |
| All | +1,018.8% | +132.6% | +886.2% | +829.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling