+58.5%
HCA vs SN
+368.4%
-310.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +5.1% |
| 7D | +4.9% | -3.4% | +8.3% | +5.1% |
| 30D | +1.9% | -9.1% | +10.9% | +2.5% |
| 3M | +12.7% | +31.8% | -19.0% | +10.6% |
| 6M | -22.3% | +52.0% | -74.4% | -24.6% |
| YTD | -9.3% | +51.3% | -60.6% | -12.0% |
| 1Y | +2.7% | +46.9% | -44.1% | -0.2% |
| All | +58.5% | +368.4% | -310.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling