+409.0%
CSX vs HCA
+652.5%
-243.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +9.0% | -8.3% | -2.3% |
| 30D | +8.1% | +11.8% | -3.7% | +3.9% |
| 3M | +2.2% | +22.1% | -19.9% | -4.9% |
| 6M | +14.6% | +16.4% | -1.8% | +7.7% |
| YTD | +42.2% | +8.6% | +33.6% | +36.0% |
| 1Y | +47.3% | +10.6% | +36.7% | +39.7% |
| 3Y | +73.5% | +121.7% | -48.1% | +22.6% |
| 5Y | +54.1% | +114.5% | -60.4% | +6.8% |
| 10Y | +409.0% | +657.1% | -248.1% | +127.8% |
| All | +409.0% | +652.5% | -243.5% | +127.8% |
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