+372.0%
SO vs HCA
+2,058.6%
-1,686.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 6M | +2.2% | +17.2% | -15.0% | -0.7% |
| YTD | +10.0% | +7.5% | +2.5% | +8.0% |
| 1Y | +6.0% | +6.2% | -0.1% | +4.3% |
| 3Y | +54.1% | +122.0% | -67.9% | +34.7% |
| 5Y | +79.6% | +112.2% | -32.5% | +55.9% |
| 10Y | +195.5% | +675.7% | -480.2% | +119.6% |
| All | +372.0% | +2,058.6% | -1,686.6% | +216.7% |
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