+656.7%
HCA vs CSGP
+72.5%
+584.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.4% |
| 7D | +7.9% | -1.8% | +9.8% | +8.5% |
| 30D | +11.9% | +5.3% | +6.6% | +9.6% |
| 3M | +22.4% | +3.3% | +19.1% | +19.7% |
| 6M | +16.5% | -4.7% | +21.1% | +15.9% |
| YTD | +8.7% | -53.5% | +62.3% | +30.9% |
| 1Y | +6.7% | -53.7% | +60.4% | +28.4% |
| 3Y | +127.0% | -59.7% | +186.8% | +175.9% |
| 5Y | +113.9% | -62.5% | +176.4% | +159.5% |
| 10Y | +656.7% | +67.3% | +589.5% | +517.4% |
| All | +656.7% | +72.5% | +584.2% | +517.4% |
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