+9.0%
HCA vs SRE
-7.5%
+16.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.9% | +13.2% | +10.6% |
| 7D | +10.2% | -2.1% | +12.3% | +10.4% |
| 30D | +17.4% | +6.1% | +11.4% | +16.1% |
| 3M | +27.7% | -3.5% | +31.2% | +27.8% |
| 6M | +20.0% | -10.8% | +30.8% | +22.6% |
| YTD | +10.0% | -4.0% | +13.9% | +9.7% |
| 1Y | +9.0% | -7.7% | +16.7% | +10.3% |
| All | +9.0% | -7.5% | +16.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling