-16.3%
SOUN vs HCA
+105.0%
-121.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.1% |
| 7D | -6.8% | +2.9% | -9.8% | -7.2% |
| 30D | -15.2% | +2.4% | -17.6% | -15.6% |
| 3M | -7.0% | +13.0% | -20.0% | -8.9% |
| 6M | -20.5% | -21.4% | +0.9% | -16.8% |
| YTD | -37.0% | -9.5% | -27.5% | -36.6% |
| 1Y | -55.3% | +7.5% | -62.8% | -57.3% |
| 3Y | +173.0% | +57.6% | +115.4% | +124.1% |
| All | -16.3% | +105.0% | -121.3% | -11.4% |
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