-24.2%
SKHY vs HCA
+20.5%
-44.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.2% | +0.7% |
| 7D | -14.7% | +4.6% | -19.3% | -10.9% |
| 30D | -28.6% | +12.7% | -41.3% | -18.9% |
| 3M | -11.3% | +21.3% | -32.6% | +10.2% |
| All | -24.2% | +20.5% | -44.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling