+9.0%
HCA vs SM
+70.4%
-61.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -15.3% | +25.6% | +8.0% |
| 7D | +10.2% | -21.5% | +31.7% | +7.1% |
| 30D | +17.4% | -11.4% | +28.8% | +15.8% |
| 3M | +27.7% | +0.6% | +27.1% | +27.8% |
| 6M | +20.0% | +0.2% | +19.8% | +20.3% |
| YTD | +10.0% | +69.7% | -59.7% | +11.8% |
| 1Y | +9.0% | +71.6% | -62.6% | +11.0% |
| All | +9.0% | +70.4% | -61.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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