+70.3%
HCA vs SIMO
+312.7%
-242.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.9% |
| 7D | +4.9% | +14.5% | -9.6% | +4.5% |
| 30D | +1.9% | +20.4% | -18.5% | +1.3% |
| 3M | +12.7% | +7.1% | +5.6% | +11.8% |
| 6M | -22.3% | +129.2% | -151.6% | -27.8% |
| YTD | -9.3% | +201.9% | -211.3% | -18.1% |
| 1Y | +2.7% | +235.5% | -232.8% | -8.4% |
| 3Y | +57.8% | +463.8% | -406.0% | +31.2% |
| 5Y | +70.3% | +306.7% | -236.4% | +48.9% |
| All | +70.3% | +312.7% | -242.4% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling