-5.1%
SAP vs HCA
+7.0%
-12.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +6.5% | +6.1% | +0.5% | +6.0% |
| 3M | +12.2% | +21.4% | -9.2% | +11.2% |
| 6M | +46.1% | +17.2% | +28.9% | +41.4% |
| YTD | -1.6% | +7.5% | -9.1% | -7.1% |
| 1Y | -5.1% | +6.2% | -11.3% | -10.4% |
| All | -5.1% | +7.0% | -12.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling