+76.8%
SPYM vs HCA
+59.6%
+17.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -1.0% | +5.4% | -6.5% | -1.6% |
| 30D | -1.3% | +3.0% | -4.3% | -1.7% |
| 3M | +3.6% | +13.0% | -9.4% | +2.0% |
| 6M | +13.3% | -20.3% | +33.6% | +16.5% |
| YTD | +12.4% | -8.2% | +20.7% | +13.3% |
| 1Y | +17.3% | +6.7% | +10.6% | +15.4% |
| 3Y | +76.8% | +60.4% | +16.4% | +59.5% |
| All | +76.8% | +59.6% | +17.1% | +59.5% |
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