-8.1%
SMR vs HCA
-24.0%
+16.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +16.0% | +15.1% |
| 7D | +21.4% | -2.8% | +24.2% | +20.7% |
| 30D | +13.8% | -2.7% | +16.6% | +13.2% |
| 3M | +3.9% | +11.5% | -7.6% | +3.5% |
| All | -8.1% | -24.0% | +16.0% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling