+1,645.7%
HCA vs SM
-39.0%
+1,684.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.4% | -1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -2.7% | +31.5% | -34.3% | -5.9% |
| 3M | +11.5% | +17.3% | -5.9% | +8.8% |
| 6M | -24.3% | +48.5% | -72.8% | -28.7% |
| YTD | -13.6% | +106.3% | -119.8% | -21.9% |
| 1Y | -3.2% | +47.3% | -50.5% | -9.4% |
| 3Y | +50.4% | -1.4% | +51.8% | +43.9% |
| 5Y | +64.8% | +114.0% | -49.3% | +38.1% |
| 10Y | +456.6% | +12.5% | +444.1% | +265.9% |
| All | +1,645.7% | -39.0% | +1,684.7% | +1,108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling