+30.8%
SOXX vs HCA
+8.5%
+22.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -0.6% | -70.1% | -71.0% |
| 7D | -23.0% | +6.1% | -29.1% | -20.7% |
| 30D | -32.9% | +17.4% | -50.3% | -29.1% |
| 3M | -25.3% | +24.1% | -49.4% | -20.0% |
| 6M | -17.8% | +18.8% | -36.6% | -8.8% |
| YTD | +32.1% | +9.3% | +22.8% | +47.9% |
| 1Y | +30.8% | +8.0% | +22.8% | +46.0% |
| All | +30.8% | +8.5% | +22.3% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling