-12.8%
SHOP vs HCA
+71.9%
-84.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.2% |
| 7D | -11.2% | +5.4% | -16.7% | -13.1% |
| 30D | -14.4% | +3.0% | -17.4% | -15.5% |
| 3M | +16.6% | +13.0% | +3.6% | +10.6% |
| 6M | -0.6% | -20.3% | +19.7% | +8.0% |
| YTD | -20.0% | -8.2% | -11.8% | -18.9% |
| 1Y | -11.2% | +6.7% | -17.9% | -16.8% |
| 3Y | +99.5% | +60.4% | +39.1% | +43.8% |
| All | -12.8% | +71.9% | -84.7% | -45.8% |
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