+236.6%
SAP vs HCA
+675.7%
-439.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +6.5% | +6.1% | +0.5% | +4.8% |
| 3M | +12.2% | +21.4% | -9.2% | +6.4% |
| 6M | +46.1% | +17.2% | +28.9% | +39.4% |
| YTD | -1.6% | +7.5% | -9.1% | -4.9% |
| 1Y | -5.1% | +6.2% | -11.3% | -8.1% |
| 3Y | +68.4% | +122.0% | -53.6% | +29.9% |
| 5Y | +79.4% | +112.2% | -32.7% | +37.2% |
| All | +236.6% | +675.7% | -439.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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