+58.5%
HCA vs SM
-1.2%
+59.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | +1.9% | +20.3% | -18.4% | +2.0% |
| 3M | +12.7% | +22.9% | -10.2% | +12.9% |
| 6M | -22.3% | +47.8% | -70.2% | -22.8% |
| YTD | -9.3% | +107.5% | -116.8% | -10.9% |
| 1Y | +2.7% | +51.7% | -49.0% | +2.1% |
| All | +58.5% | -1.2% | +59.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling