+122.0%
HCA vs SNAP
-53.6%
+175.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +0.8% | +6.0% | -5.2% | +0.8% |
| 30D | +6.1% | -13.8% | +19.9% | +6.2% |
| 3M | +21.4% | -0.8% | +22.2% | +21.5% |
| 6M | +17.2% | -6.2% | +23.4% | +17.0% |
| YTD | +7.5% | -34.8% | +42.3% | +7.6% |
| 1Y | +6.2% | -38.7% | +44.9% | +6.3% |
| 3Y | +122.0% | -53.5% | +175.5% | +108.2% |
| All | +122.0% | -53.6% | +175.6% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling