+498.2%
HCA vs SM
+23.0%
+475.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | +4.6% | +0.9% | +4.9% |
| 30D | +3.0% | +18.2% | -15.2% | +1.0% |
| 3M | +13.0% | +22.5% | -9.5% | +9.9% |
| 6M | -20.3% | +50.6% | -70.8% | -24.8% |
| YTD | -8.2% | +108.1% | -116.3% | -16.9% |
| 1Y | +6.7% | +46.0% | -39.3% | +0.3% |
| 3Y | +60.4% | +2.9% | +57.5% | +53.0% |
| 5Y | +73.4% | +112.6% | -39.2% | +46.1% |
| All | +498.2% | +23.0% | +475.2% | +262.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling