-0.9%
HCA vs SIMO
+226.2%
-227.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -0.6% |
| 7D | -3.1% | +4.2% | -7.3% | -2.8% |
| 30D | -1.1% | +4.1% | -5.2% | -0.8% |
| 3M | +12.2% | -12.9% | +25.0% | +12.3% |
| 6M | -25.3% | +110.3% | -135.7% | -26.4% |
| YTD | -12.9% | +178.6% | -191.5% | -14.4% |
| 1Y | -0.9% | +220.0% | -220.9% | -5.9% |
| All | -0.9% | +226.2% | -227.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling