+3,811.1%
SMH vs HCA
+1,718.5%
+2,092.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | +2.9% | -1.5% | +0.5% |
| 30D | -2.2% | +2.4% | -4.6% | -3.0% |
| 3M | -1.9% | +13.0% | -14.9% | -6.1% |
| 6M | +41.0% | -21.4% | +62.4% | +49.2% |
| YTD | +55.6% | -9.5% | +65.0% | +57.4% |
| 1Y | +86.8% | +7.5% | +79.3% | +78.9% |
| 3Y | +277.7% | +57.6% | +220.1% | +213.8% |
| 5Y | +324.2% | +71.1% | +253.0% | +237.3% |
| 10Y | +1,828.6% | +498.8% | +1,329.8% | +944.2% |
| All | +3,811.1% | +1,718.5% | +2,092.6% | +1,476.9% |
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