+400.6%
HCA vs SNAP
-77.2%
+477.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -1.1% | +2.6% | -3.8% | -1.4% |
| 3M | +12.2% | -9.9% | +22.0% | +12.5% |
| 6M | -25.3% | +1.9% | -27.2% | -25.9% |
| YTD | -12.9% | -32.2% | +19.3% | -11.6% |
| 1Y | -0.9% | -22.8% | +21.9% | -0.5% |
| 3Y | +47.6% | -47.6% | +95.2% | +47.1% |
| 5Y | +67.0% | -92.7% | +159.7% | +82.6% |
| All | +400.6% | -77.2% | +477.8% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling