+171.3%
SAP vs HCA
+503.4%
-332.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.1% | +2.9% | -8.0% | -5.9% |
| 30D | -1.8% | +2.4% | -4.2% | -2.5% |
| 3M | +20.9% | +13.0% | +7.9% | +17.0% |
| 6M | +7.0% | -21.4% | +28.4% | +13.1% |
| YTD | -13.7% | -9.5% | -4.3% | -12.6% |
| 1Y | -19.6% | +7.5% | -27.1% | -22.6% |
| 3Y | +52.4% | +57.6% | -5.2% | +29.6% |
| 5Y | +54.4% | +71.1% | -16.7% | +25.3% |
| All | +171.3% | +503.4% | -332.1% | +66.6% |
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