+67.8%
SAP vs HCA
+121.7%
-53.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | +7.5% | +10.3% | -2.9% | +5.8% |
| 3M | +11.6% | +23.2% | -11.6% | +8.1% |
| 6M | +37.6% | +19.1% | +18.5% | +33.3% |
| YTD | -2.0% | +9.0% | -10.9% | -4.8% |
| 1Y | -6.4% | +10.2% | -16.6% | -9.5% |
| All | +67.8% | +121.7% | -53.9% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling