-48.8%
SE vs HCA
+11.2%
-59.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.3% | -5.9% | +3.5% |
| 7D | +6.7% | +10.2% | -3.6% | +5.7% |
| 30D | -17.2% | +17.4% | -34.6% | -18.3% |
| 3M | -28.0% | +27.7% | -55.7% | -29.3% |
| 6M | -6.1% | +20.0% | -26.1% | -7.8% |
| YTD | -37.1% | +10.0% | -47.1% | -40.9% |
| 1Y | -48.8% | +9.0% | -57.8% | -51.6% |
| All | -48.8% | +11.2% | -59.9% | -51.6% |
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 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