+58.2%
HCA vs SPG
+106.6%
-48.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.6% |
| 30D | +2.4% | -5.8% | +8.1% | +4.1% |
| 3M | +13.0% | -2.8% | +15.8% | +14.1% |
| 6M | -21.4% | +8.9% | -30.3% | -23.1% |
| YTD | -9.5% | +14.3% | -23.7% | -12.7% |
| 1Y | +7.5% | +19.5% | -12.0% | +2.2% |
| All | +58.2% | +106.6% | -48.4% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling