+53.2%
CSX vs HCA
-0.5%
+53.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -3.1% |
| 30D | -3.1% | -1.1% | -1.9% | -3.0% |
| 3M | +7.2% | +12.2% | -5.0% | +5.1% |
| 6M | +16.2% | -25.3% | +41.5% | +20.5% |
| YTD | +37.5% | -12.9% | +50.5% | +40.1% |
| 1Y | +53.2% | -0.9% | +54.2% | +50.1% |
| All | +53.2% | -0.5% | +53.8% | +50.1% |
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