+673.9%
CSX vs HCA
+2,041.0%
-1,367.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.6% |
| 7D | -5.5% | +4.6% | -10.1% | -6.9% |
| 30D | +4.9% | +12.7% | -7.8% | +1.1% |
| 3M | -2.9% | +21.3% | -24.1% | -8.6% |
| 6M | +8.3% | +15.7% | -7.4% | +2.8% |
| YTD | +36.7% | +6.6% | +30.1% | +32.3% |
| 1Y | +41.5% | +5.7% | +35.8% | +37.0% |
| 3Y | +68.6% | +119.2% | -50.6% | +27.1% |
| 5Y | +48.4% | +107.9% | -59.5% | +11.1% |
| 10Y | +446.6% | +610.7% | -164.1% | +175.9% |
| All | +673.9% | +2,041.0% | -1,367.1% | +181.3% |
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