+54.1%
SO vs HCA
+118.7%
-64.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.4% | +0.8% | +0.5% | +1.2% |
| 30D | +4.7% | +6.1% | -1.4% | +3.7% |
| 3M | +1.7% | +21.4% | -19.7% | -1.5% |
| 6M | +2.2% | +17.2% | -15.0% | -0.7% |
| YTD | +10.0% | +7.5% | +2.5% | +8.1% |
| 1Y | +6.0% | +6.2% | -0.1% | +4.4% |
| 3Y | +54.1% | +122.0% | -67.9% | +33.0% |
| All | +54.1% | +118.7% | -64.5% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling