+1,731.8%
HCA vs SMTC
+570.0%
+1,161.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.8% |
| 7D | +4.9% | +22.5% | -17.6% | +1.7% |
| 30D | +1.9% | +24.9% | -23.0% | -2.1% |
| 3M | +12.7% | +4.1% | +8.7% | +9.6% |
| 6M | -22.3% | +92.6% | -114.9% | -33.3% |
| YTD | -9.3% | +122.5% | -131.8% | -24.5% |
| 1Y | +2.7% | +166.2% | -163.5% | -18.0% |
| 3Y | +57.8% | +577.2% | -519.3% | -11.8% |
| 5Y | +70.3% | +119.0% | -48.6% | +23.6% |
| 10Y | +499.7% | +527.9% | -28.2% | +194.2% |
| All | +1,731.8% | +570.0% | +1,161.8% | +704.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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