+498.2%
HCA vs SU
+267.2%
+231.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.4% | +2.2% | +3.2% | +4.8% |
| 30D | +3.0% | +8.4% | -5.5% | +0.6% |
| 3M | +13.0% | +12.1% | +0.9% | +8.9% |
| 6M | -20.3% | +19.7% | -39.9% | -25.2% |
| YTD | -8.2% | +58.4% | -66.6% | -20.9% |
| 1Y | +6.7% | +67.2% | -60.5% | -9.7% |
| 3Y | +60.4% | +125.0% | -64.7% | +20.5% |
| 5Y | +73.4% | +355.1% | -281.6% | -4.2% |
| All | +498.2% | +267.2% | +231.0% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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