+66.7%
SNXX vs HCA
+1.7%
+65.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +10.3% | -26.1% | -4.3% |
| 7D | -47.8% | +10.2% | -58.0% | -40.7% |
| 30D | -66.0% | +17.4% | -83.4% | -58.5% |
| 3M | -57.5% | +27.7% | -85.2% | -42.5% |
| 6M | -66.7% | +20.0% | -86.7% | -45.1% |
| All | +66.7% | +1.7% | +65.0% | +233.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling