+72.8%
HCA vs SPXS
-86.0%
+158.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.8% |
| 7D | +5.4% | +2.5% | +2.9% | +6.0% |
| 30D | +3.0% | +4.2% | -1.2% | +4.0% |
| 3M | +13.0% | -9.3% | +22.3% | +10.9% |
| 6M | -20.3% | -30.7% | +10.4% | -26.0% |
| YTD | -8.2% | -28.1% | +19.8% | -13.9% |
| 1Y | +6.7% | -35.1% | +41.8% | -2.0% |
| 3Y | +60.4% | -79.6% | +140.0% | +14.3% |
| All | +72.8% | -86.0% | +158.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling