+20.3%
SGOV vs HCA
+319.7%
-299.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | 0.0% |
| 7D | 0.0% | +5.4% | -5.4% | +0.1% |
| 30D | +0.3% | +3.0% | -2.7% | +0.3% |
| 3M | +0.9% | +13.0% | -12.1% | +0.9% |
| 6M | +1.8% | -20.3% | +22.1% | +1.8% |
| YTD | +2.5% | -8.2% | +10.8% | +2.5% |
| 1Y | +3.8% | +6.7% | -2.9% | +3.8% |
| 3Y | +14.4% | +60.4% | -46.0% | +14.4% |
| 5Y | +20.2% | +73.4% | -53.3% | +20.2% |
| All | +20.3% | +319.7% | -299.4% | +20.3% |
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