+482.4%
CSX vs HCA
+456.4%
+26.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.6% | -2.8% | +3.4% | +1.5% |
| 30D | -2.3% | -2.7% | +0.5% | -1.4% |
| 3M | +4.3% | +11.5% | -7.2% | -0.2% |
| 6M | +23.4% | -24.3% | +47.6% | +34.4% |
| YTD | +36.4% | -13.6% | +50.0% | +41.4% |
| 1Y | +53.0% | -3.2% | +56.2% | +51.8% |
| 3Y | +70.6% | +50.4% | +20.2% | +40.0% |
| 5Y | +65.5% | +64.8% | +0.7% | +27.2% |
| 10Y | +482.4% | +456.6% | +25.8% | +196.4% |
| All | +482.4% | +456.4% | +26.0% | +196.4% |
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