+96.4%
SHOP vs HCA
+57.7%
+38.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.9% | -10.4% | -6.3% |
| 7D | -10.6% | +4.9% | -15.5% | -11.4% |
| 30D | -18.3% | +1.9% | -20.2% | -18.6% |
| 3M | +14.8% | +12.7% | +2.1% | +12.4% |
| 6M | -5.0% | -22.3% | +17.3% | -0.5% |
| YTD | -21.2% | -9.3% | -11.9% | -20.6% |
| 1Y | -11.6% | +2.7% | -14.3% | -14.4% |
| All | +96.4% | +57.7% | +38.7% | +46.0% |
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