+233.5%
SPOT vs HCA
+59.6%
+173.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -3.1% | +5.4% | -8.5% | -3.6% |
| 30D | +7.4% | +3.0% | +4.4% | +7.0% |
| 3M | +8.2% | +13.0% | -4.8% | +6.6% |
| 6M | +2.2% | -20.3% | +22.5% | +4.7% |
| YTD | -9.5% | -8.2% | -1.2% | -9.1% |
| 1Y | -23.8% | +6.7% | -30.5% | -25.4% |
| 3Y | +233.5% | +60.4% | +173.1% | +214.7% |
| All | +233.5% | +59.6% | +173.9% | +214.7% |
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 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