+327.2%
SMH vs HCA
+71.9%
+255.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +0.3% | +5.4% | -5.1% | -0.9% |
| 30D | -2.8% | +3.0% | -5.8% | -3.6% |
| 3M | -6.7% | +13.0% | -19.7% | -10.2% |
| 6M | +41.8% | -20.3% | +62.0% | +50.6% |
| YTD | +57.9% | -8.2% | +66.1% | +60.1% |
| 1Y | +87.6% | +6.7% | +80.9% | +80.3% |
| 3Y | +282.9% | +60.4% | +222.6% | +203.9% |
| All | +327.2% | +71.9% | +255.3% | +205.0% |
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 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