+58.0%
HCA vs SN
+453.9%
-395.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.1% |
| 7D | +2.9% | -7.2% | +10.1% | +3.3% |
| 30D | +2.4% | -13.4% | +15.7% | +3.2% |
| 3M | +13.0% | +26.8% | -13.7% | +11.4% |
| 6M | -21.4% | +44.6% | -66.0% | -23.2% |
| YTD | -9.5% | +45.3% | -54.8% | -11.6% |
| 1Y | +7.5% | +40.1% | -32.6% | +5.1% |
| 3Y | +57.6% | +375.3% | -317.7% | +44.8% |
| All | +58.0% | +453.9% | -395.9% | +45.6% |
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