+1,754.0%
HCA vs SNY
+134.2%
+1,619.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +5.4% | -3.3% | +8.7% | +6.6% |
| 30D | +3.0% | -2.2% | +5.1% | +3.7% |
| 3M | +13.0% | -3.0% | +16.1% | +14.3% |
| 6M | -20.3% | +2.7% | -23.0% | -21.1% |
| YTD | -8.2% | -6.8% | -1.4% | -6.3% |
| 1Y | +6.7% | -5.3% | +12.0% | +7.9% |
| 3Y | +60.4% | -9.8% | +70.2% | +60.1% |
| 5Y | +73.4% | +9.7% | +63.8% | +57.2% |
| 10Y | +506.9% | +64.5% | +442.4% | +362.0% |
| All | +1,754.0% | +134.2% | +1,619.8% | +1,037.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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