+63.7%
SE vs HCA
+118.7%
-54.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | -20.9% | +6.1% | -27.0% | -21.5% |
| 3M | -38.9% | +21.4% | -60.3% | -40.2% |
| 6M | -19.4% | +17.2% | -36.6% | -21.0% |
| YTD | -40.9% | +7.5% | -48.4% | -42.0% |
| 1Y | -46.2% | +6.2% | -52.4% | -47.1% |
| 3Y | +63.7% | +122.0% | -58.3% | +153.4% |
| All | +63.7% | +118.7% | -54.9% | +153.4% |
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 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