+597.0%
SE vs HCA
+441.5%
+155.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.4% |
| 30D | -0.1% | -2.7% | +2.7% | +0.6% |
| 3M | +34.1% | +11.5% | +22.6% | +29.1% |
| 6M | +23.2% | -24.3% | +47.5% | +33.1% |
| YTD | -11.2% | -13.6% | +2.4% | -8.5% |
| 1Y | -40.5% | -3.2% | -37.3% | -41.1% |
| 3Y | +196.3% | +50.4% | +145.9% | +148.0% |
| 5Y | -67.0% | +64.8% | -131.8% | -73.7% |
| All | +597.0% | +441.5% | +155.5% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling