-14.4%
SMR vs HCA
+77.3%
-91.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.0% | -15.8% |
| 7D | -11.2% | +5.4% | -16.7% | -11.7% |
| 30D | -10.2% | +3.0% | -13.2% | -10.5% |
| 3M | -10.0% | +13.0% | -23.1% | -11.7% |
| 6M | -30.5% | -20.3% | -10.2% | -27.7% |
| YTD | -39.2% | -8.2% | -31.0% | -38.7% |
| 1Y | -75.5% | +6.7% | -82.2% | -76.1% |
| 3Y | +45.4% | +60.4% | -14.9% | +25.3% |
| All | -14.4% | +77.3% | -91.7% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling