+250.1%
SPOT vs HCA
+373.4%
-123.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.9% | +2.9% | -9.8% | -7.5% |
| 30D | +4.1% | +2.4% | +1.8% | +3.4% |
| 3M | +3.7% | +13.0% | -9.3% | +0.3% |
| 6M | -1.6% | -21.4% | +19.8% | +3.6% |
| YTD | -10.2% | -9.5% | -0.7% | -9.0% |
| 1Y | -25.9% | +7.5% | -33.4% | -28.4% |
| 3Y | +235.6% | +57.6% | +178.0% | +188.7% |
| 5Y | +110.6% | +71.1% | +39.5% | +72.7% |
| All | +250.1% | +373.4% | -123.2% | +121.3% |
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