+1.5%
SMR vs HCA
+74.9%
-73.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +4.7% | +2.9% | +1.8% | +4.4% |
| 30D | +3.2% | +2.4% | +0.9% | +2.9% |
| 3M | +9.9% | +13.0% | -3.1% | +7.8% |
| 6M | -15.1% | -21.4% | +6.3% | -11.7% |
| YTD | -27.9% | -9.5% | -18.5% | -27.2% |
| 1Y | -70.2% | +7.5% | -77.8% | -71.0% |
| 3Y | +72.5% | +57.6% | +14.9% | +48.9% |
| All | +1.5% | +74.9% | -73.4% | -18.4% |
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