+2,071.1%
HCA vs SIMO
+2,840.2%
-769.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.3% |
| 7D | +0.8% | +4.1% | -3.3% | +0.3% |
| 30D | +6.1% | -24.0% | +30.1% | +8.4% |
| 3M | +21.4% | -31.8% | +53.2% | +24.6% |
| 6M | +17.2% | -36.9% | +54.1% | +18.9% |
| YTD | +7.5% | +84.8% | -77.4% | -8.0% |
| 1Y | +6.2% | +99.0% | -92.8% | -10.2% |
| 3Y | +122.0% | +217.9% | -95.9% | +70.5% |
| 5Y | +112.2% | +171.5% | -59.3% | +62.1% |
| 10Y | +675.7% | +393.3% | +282.4% | +412.4% |
| All | +2,071.1% | +2,840.2% | -769.1% | +991.5% |
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