+678.4%
CSX vs HCA
+1,648.5%
-970.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.5% |
| 30D | -3.1% | -1.1% | -1.9% | -2.8% |
| 3M | +7.2% | +12.2% | -5.0% | +2.9% |
| 6M | +16.2% | -25.3% | +41.5% | +25.8% |
| YTD | +37.5% | -12.9% | +50.5% | +41.7% |
| 1Y | +53.2% | -0.9% | +54.2% | +51.2% |
| 3Y | +68.2% | +47.6% | +20.6% | +43.3% |
| 5Y | +65.2% | +67.0% | -1.7% | +32.2% |
| 10Y | +504.1% | +471.4% | +32.7% | +225.7% |
| All | +678.4% | +1,648.5% | -970.1% | +201.3% |
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 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