+67.5%
HCA vs CSGP
-64.7%
+132.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -3.1% | -4.1% | +1.0% | -2.3% |
| 30D | -1.1% | +2.3% | -3.4% | -1.8% |
| 3M | +12.2% | -8.2% | +20.3% | +13.3% |
| 6M | -25.3% | -35.1% | +9.7% | -19.9% |
| YTD | -12.9% | -54.0% | +41.1% | -0.4% |
| 1Y | -0.9% | -65.3% | +64.4% | +20.3% |
| 3Y | +47.6% | -62.6% | +110.2% | +72.6% |
| All | +67.5% | -64.7% | +132.2% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling