+418.4%
CSX vs HCA
+678.2%
-259.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.3% |
| 7D | +3.1% | -1.3% | +4.4% | +3.6% |
| 30D | +9.7% | +8.7% | +1.1% | +6.4% |
| 3M | +4.9% | +21.0% | -16.1% | -2.1% |
| 6M | +18.4% | +17.0% | +1.4% | +11.0% |
| YTD | +45.9% | +7.8% | +38.1% | +39.8% |
| 1Y | +50.0% | +6.4% | +43.5% | +44.1% |
| 3Y | +78.0% | +120.0% | -42.0% | +26.0% |
| 5Y | +59.2% | +112.9% | -53.7% | +10.5% |
| All | +418.4% | +678.2% | -259.8% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling