+48.2%
CSX vs HCA
+106.8%
-58.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.8% |
| 7D | -5.5% | +4.6% | -10.1% | -6.6% |
| 30D | +4.9% | +12.7% | -7.8% | +1.9% |
| 3M | -2.9% | +21.3% | -24.1% | -7.5% |
| 6M | +8.3% | +15.7% | -7.4% | +4.0% |
| YTD | +36.7% | +6.6% | +30.1% | +33.4% |
| 1Y | +41.5% | +5.7% | +35.8% | +38.1% |
| 3Y | +68.6% | +119.2% | -50.6% | +28.0% |
| All | +48.2% | +106.8% | -58.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling