+1,754.0%
HCA vs SCHG
+928.3%
+825.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | +5.4% | -1.0% | +6.5% | +6.2% |
| 30D | +3.0% | -1.3% | +4.2% | +3.8% |
| 3M | +13.0% | +5.4% | +7.6% | +8.6% |
| 6M | -20.3% | +14.4% | -34.7% | -28.0% |
| YTD | -8.2% | +8.0% | -16.3% | -14.0% |
| 1Y | +6.7% | +12.7% | -6.0% | -3.4% |
| 3Y | +60.4% | +85.6% | -25.2% | -5.6% |
| 5Y | +73.4% | +85.5% | -12.1% | -0.8% |
| 10Y | +506.9% | +456.0% | +50.9% | +22.5% |
| All | +1,754.0% | +928.3% | +825.6% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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