-0.9%
HCA vs SN
+46.4%
-47.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -3.1% | -9.3% | +6.3% | -2.4% |
| 30D | -1.1% | -4.8% | +3.7% | -0.8% |
| 3M | +12.2% | +40.4% | -28.3% | +9.4% |
| 6M | -25.3% | +50.9% | -76.3% | -27.8% |
| YTD | -12.9% | +54.9% | -67.9% | -15.4% |
| 1Y | -0.9% | +43.0% | -44.0% | -11.7% |
| All | -0.9% | +46.4% | -47.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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