+695.3%
CSX vs HCA
+2,083.8%
-1,388.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.2% |
| 7D | -2.2% | +7.9% | -10.2% | -4.5% |
| 30D | +6.8% | +11.9% | -5.1% | +3.2% |
| 3M | +0.7% | +22.4% | -21.7% | -5.5% |
| 6M | +13.3% | +16.5% | -3.2% | +7.3% |
| YTD | +40.5% | +8.7% | +31.8% | +35.2% |
| 1Y | +44.7% | +6.7% | +38.0% | +39.7% |
| 3Y | +74.5% | +127.0% | -52.5% | +30.1% |
| 5Y | +52.0% | +113.9% | -61.9% | +12.8% |
| 10Y | +412.6% | +656.7% | -244.1% | +155.9% |
| All | +695.3% | +2,083.8% | -1,388.5% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling