+47.3%
CSX vs HCA
+11.6%
+35.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +9.0% | -8.3% | -0.3% |
| 30D | +8.1% | +11.8% | -3.7% | +6.8% |
| 3M | +2.2% | +22.1% | -19.9% | +0.1% |
| 6M | +14.6% | +16.4% | -1.8% | +13.2% |
| YTD | +42.2% | +8.6% | +33.6% | +42.2% |
| 1Y | +47.3% | +10.6% | +36.7% | +46.3% |
| All | +47.3% | +11.6% | +35.7% | +46.3% |
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