+72.8%
HCA vs SITM
+187.3%
-114.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +1.0% |
| 7D | +5.4% | +3.9% | +1.6% | +5.2% |
| 30D | +3.0% | -6.6% | +9.6% | +3.2% |
| 3M | +13.0% | -11.9% | +24.9% | +13.1% |
| 6M | -20.3% | +81.1% | -101.4% | -25.1% |
| YTD | -8.2% | +80.0% | -88.2% | -14.1% |
| 1Y | +6.7% | +145.8% | -139.1% | -3.2% |
| 3Y | +60.4% | +475.9% | -415.5% | +26.2% |
| All | +72.8% | +187.3% | -114.5% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling