+344.4%
SO vs HCA
+1,648.5%
-1,304.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.2% | -3.1% | +2.9% | +0.3% |
| 30D | -4.6% | -1.1% | -3.4% | -4.5% |
| 3M | -3.0% | +12.2% | -15.2% | -4.9% |
| 6M | -8.3% | -25.3% | +17.1% | -4.5% |
| YTD | +3.5% | -12.9% | +16.5% | +5.1% |
| 1Y | -0.9% | -0.9% | 0.0% | -1.5% |
| 3Y | +45.4% | +47.6% | -2.3% | +35.1% |
| 5Y | +59.6% | +67.0% | -7.4% | +43.7% |
| 10Y | +156.6% | +471.4% | -314.8% | +98.4% |
| All | +344.4% | +1,648.5% | -1,304.2% | +208.2% |
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