+490.2%
HCA vs SIMO
+557.5%
-67.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.3% |
| 7D | +2.9% | +12.5% | -9.6% | +1.7% |
| 30D | +2.4% | +18.4% | -16.0% | +0.4% |
| 3M | +13.0% | +5.6% | +7.4% | +10.5% |
| 6M | -21.4% | +116.9% | -138.3% | -31.7% |
| YTD | -9.5% | +188.4% | -197.9% | -25.2% |
| 1Y | +7.5% | +221.3% | -213.7% | -13.1% |
| 3Y | +57.6% | +438.6% | -381.0% | +13.9% |
| 5Y | +71.1% | +287.9% | -216.8% | +26.7% |
| All | +490.2% | +557.5% | -67.3% | +244.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling