+87.6%
HCA vs SN
+671.3%
-583.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.5% |
| 7D | +0.8% | +1.5% | -0.7% | +0.7% |
| 30D | +6.1% | +21.5% | -15.4% | +4.9% |
| 3M | +21.4% | +20.0% | +1.4% | +20.1% |
| 6M | +17.2% | +119.9% | -102.7% | +12.0% |
| YTD | +7.5% | +102.3% | -94.8% | +3.0% |
| 1Y | +6.2% | +148.0% | -141.8% | +0.8% |
| 3Y | +122.0% | +450.0% | -328.0% | +100.7% |
| All | +87.6% | +671.3% | -583.7% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling