+498.2%
HCA vs SPMO
+517.6%
-19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +5.4% | -0.9% | +6.4% | +6.0% |
| 30D | +3.0% | -1.9% | +4.9% | +3.9% |
| 3M | +13.0% | -1.4% | +14.4% | +11.9% |
| 6M | -20.3% | +25.5% | -45.8% | -33.0% |
| YTD | -8.2% | +24.8% | -33.1% | -22.8% |
| 1Y | +6.7% | +24.5% | -17.8% | -10.5% |
| 3Y | +60.4% | +157.1% | -96.8% | -24.1% |
| 5Y | +73.4% | +149.5% | -76.1% | -16.0% |
| All | +498.2% | +517.6% | -19.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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