+498.2%
HCA vs SPG
+64.5%
+433.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.4% | -1.2% | +6.6% | +5.9% |
| 30D | +3.0% | -6.1% | +9.1% | +5.8% |
| 3M | +13.0% | -3.6% | +16.7% | +14.8% |
| 6M | -20.3% | +10.4% | -30.7% | -23.9% |
| YTD | -8.2% | +14.4% | -22.6% | -14.0% |
| 1Y | +6.7% | +16.5% | -9.8% | -1.1% |
| 3Y | +60.4% | +106.8% | -46.4% | +11.4% |
| 5Y | +73.4% | +108.9% | -35.5% | +17.3% |
| All | +498.2% | +64.5% | +433.7% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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