+427.7%
HCA vs SNAP
-76.3%
+504.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.2% |
| 7D | +5.4% | +3.8% | +1.6% | +5.2% |
| 30D | +3.0% | +9.2% | -6.3% | +2.3% |
| 3M | +13.0% | +6.6% | +6.5% | +12.2% |
| 6M | -20.3% | +16.9% | -37.1% | -21.5% |
| YTD | -8.2% | -29.6% | +21.4% | -7.0% |
| 1Y | +6.7% | -22.1% | +28.8% | +7.1% |
| 3Y | +60.4% | -39.8% | +100.2% | +58.3% |
| 5Y | +73.4% | -92.4% | +165.8% | +89.1% |
| All | +427.7% | -76.3% | +504.0% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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