+9.0%
HCA vs SITM
+47.5%
-38.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.4% | +19.7% | +10.0% |
| 7D | +10.2% | -19.5% | +29.8% | +9.6% |
| 30D | +17.4% | -43.2% | +60.6% | +15.9% |
| 3M | +27.7% | -30.8% | +58.5% | +26.6% |
| 6M | +20.0% | -28.6% | +48.6% | +17.5% |
| YTD | +10.0% | +14.2% | -4.2% | +4.0% |
| 1Y | +9.0% | +44.4% | -35.4% | +3.5% |
| All | +9.0% | +47.5% | -38.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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