+1,658.7%
HCA vs SIMO
+4,331.6%
-2,672.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.0% |
| 7D | -3.1% | +4.2% | -7.3% | -3.6% |
| 30D | -1.1% | +4.1% | -5.2% | -2.0% |
| 3M | +12.2% | -12.9% | +25.0% | +11.8% |
| 6M | -25.3% | +110.3% | -135.7% | -35.1% |
| YTD | -12.9% | +178.6% | -191.5% | -27.8% |
| 1Y | -0.9% | +220.0% | -220.9% | -19.9% |
| 3Y | +47.6% | +409.0% | -361.4% | +8.8% |
| 5Y | +67.0% | +277.3% | -210.3% | +25.1% |
| 10Y | +471.4% | +506.6% | -35.2% | +274.6% |
| All | +1,658.7% | +4,331.6% | -2,672.9% | +756.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling