+178.2%
SOUN vs HCA
+59.6%
+118.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -7.1% | +5.4% | -12.5% | -7.4% |
| 30D | -15.4% | +3.0% | -18.4% | -15.6% |
| 3M | -10.6% | +13.0% | -23.6% | -11.3% |
| 6M | -19.6% | -20.3% | +0.6% | -16.6% |
| YTD | -37.2% | -8.2% | -29.0% | -36.9% |
| 1Y | -57.1% | +6.7% | -63.8% | -58.8% |
| 3Y | +178.2% | +60.4% | +117.8% | +84.5% |
| All | +178.2% | +59.6% | +118.6% | +84.5% |
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