-66.3%
SE vs HCA
+73.0%
-139.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -5.9% |
| 7D | -3.6% | +4.9% | -8.6% | -5.5% |
| 30D | -5.3% | +1.9% | -7.2% | -6.2% |
| 3M | +28.1% | +12.7% | +15.3% | +21.3% |
| 6M | +20.7% | -22.3% | +43.0% | +32.4% |
| YTD | -14.8% | -9.3% | -5.5% | -13.4% |
| 1Y | -43.6% | +2.7% | -46.3% | -46.1% |
| 3Y | +184.2% | +57.8% | +126.4% | +109.1% |
| 5Y | -66.3% | +70.3% | -136.6% | -78.5% |
| All | -66.3% | +73.0% | -139.3% | -78.5% |
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