+59.1%
SO vs HCA
+69.0%
-9.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.1% | +2.9% | -4.1% | -1.7% |
| 30D | -3.7% | +2.4% | -6.1% | -4.3% |
| 3M | -5.9% | +13.0% | -18.9% | -8.3% |
| 6M | -7.3% | -21.4% | +14.0% | -3.5% |
| YTD | +3.1% | -9.5% | +12.6% | +4.3% |
| 1Y | -1.0% | +7.5% | -8.5% | -3.4% |
| 3Y | +43.2% | +57.6% | -14.4% | +28.1% |
| 5Y | +59.1% | +71.1% | -12.0% | +33.0% |
| All | +59.1% | +69.0% | -9.9% | +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 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