+2,053.4%
HCA vs CSGP
+441.4%
+1,612.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -1.2% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +12.7% | +10.7% | +2.0% | +8.6% |
| 3M | +21.3% | +3.3% | +18.0% | +18.5% |
| 6M | +15.7% | -10.3% | +26.0% | +17.0% |
| YTD | +6.6% | -54.6% | +61.2% | +29.2% |
| 1Y | +5.7% | -54.6% | +60.4% | +28.1% |
| 3Y | +119.2% | -60.3% | +179.6% | +168.2% |
| 5Y | +107.9% | -63.3% | +171.2% | +153.4% |
| 10Y | +610.7% | +66.5% | +544.2% | +428.6% |
| All | +2,053.4% | +441.4% | +1,612.0% | +757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling