-20.3%
HCA vs SU
+21.8%
-42.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.3% |
| 7D | +5.4% | +2.2% | +3.2% | +5.8% |
| 30D | +3.0% | +8.4% | -5.5% | +4.8% |
| 3M | +13.0% | +12.1% | +0.9% | +14.9% |
| 6M | -20.3% | +19.7% | -39.9% | -13.6% |
| All | -20.3% | +21.8% | -42.0% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling