+56.2%
SAP vs HCA
+73.0%
-16.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.5% |
| 30D | +0.3% | +1.9% | -1.6% | -0.3% |
| 3M | +16.9% | +12.7% | +4.1% | +13.2% |
| 6M | +6.3% | -22.3% | +28.7% | +12.7% |
| YTD | -12.4% | -9.3% | -3.1% | -11.5% |
| 1Y | -21.6% | +2.7% | -24.4% | -24.1% |
| 3Y | +54.8% | +57.8% | -3.1% | +27.7% |
| 5Y | +56.2% | +70.3% | -14.2% | +15.9% |
| All | +56.2% | +73.0% | -16.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling