+456.5%
HCA vs CSGP
+41.1%
+415.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -2.8% | -5.1% | +2.3% | -1.4% |
| 30D | -2.7% | +0.3% | -3.1% | -3.2% |
| 3M | +11.5% | -9.1% | +20.6% | +13.7% |
| 6M | -24.3% | -37.3% | +13.0% | -14.8% |
| YTD | -13.6% | -54.9% | +41.3% | +5.7% |
| 1Y | -3.2% | -65.5% | +62.4% | +28.2% |
| 3Y | +50.4% | -63.3% | +113.7% | +89.5% |
| 5Y | +64.8% | -65.8% | +130.6% | +107.0% |
| 10Y | +456.5% | +40.1% | +416.4% | +387.5% |
| All | +456.5% | +41.1% | +415.4% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling