+68.6%
CSX vs HCA
+118.8%
-50.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.0% |
| 7D | -5.5% | +4.6% | -10.1% | -6.1% |
| 30D | +4.9% | +12.7% | -7.8% | +3.2% |
| 3M | -2.9% | +21.3% | -24.1% | -5.4% |
| 6M | +8.3% | +15.7% | -7.4% | +6.1% |
| YTD | +36.7% | +6.6% | +30.1% | +35.2% |
| 1Y | +41.5% | +5.7% | +35.8% | +39.9% |
| 3Y | +68.6% | +119.2% | -50.6% | +38.1% |
| All | +68.6% | +118.8% | -50.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling