+51.2%
HCA vs CSGP
-61.9%
+113.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -3.1% | -4.1% | +1.0% | -2.6% |
| 30D | -1.1% | +2.3% | -3.4% | -1.6% |
| 3M | +12.2% | -8.2% | +20.3% | +12.6% |
| 6M | -25.3% | -35.1% | +9.7% | -22.2% |
| YTD | -12.9% | -54.0% | +41.1% | -4.9% |
| 1Y | -0.9% | -65.3% | +64.4% | +13.0% |
| All | +51.2% | -61.9% | +113.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling