+553.4%
SE vs HCA
+475.0%
+78.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.8% |
| 7D | -5.2% | +5.4% | -10.6% | -6.8% |
| 30D | -17.1% | +3.0% | -20.1% | -18.0% |
| 3M | +24.0% | +13.0% | +11.0% | +18.8% |
| 6M | +21.0% | -20.3% | +41.2% | +28.6% |
| YTD | -16.7% | -8.2% | -8.5% | -15.8% |
| 1Y | -45.9% | +6.7% | -52.6% | -48.1% |
| 3Y | +177.8% | +60.4% | +117.4% | +127.8% |
| 5Y | -67.4% | +73.4% | -140.8% | -74.4% |
| All | +553.4% | +475.0% | +78.3% | +304.2% |
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