+7.5%
SMR vs HCA
+75.2%
-67.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -3.8% |
| 7D | +13.1% | +4.9% | +8.2% | +12.5% |
| 30D | +17.8% | +1.9% | +15.9% | +17.5% |
| 3M | +8.1% | +12.7% | -4.6% | +6.1% |
| 6M | -11.1% | -22.3% | +11.2% | -7.3% |
| YTD | -23.7% | -9.3% | -14.4% | -22.9% |
| 1Y | -69.4% | +2.7% | -72.1% | -69.9% |
| 3Y | +82.6% | +57.8% | +24.8% | +57.6% |
| All | +7.5% | +75.2% | -67.7% | -13.6% |
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