+1,645.7%
HCA vs SPG
+318.5%
+1,327.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -2.7% | -4.9% | +2.2% | -0.5% |
| 3M | +11.5% | +3.3% | +8.2% | +9.8% |
| 6M | -24.3% | +11.2% | -35.5% | -28.0% |
| YTD | -13.6% | +17.1% | -30.6% | -20.0% |
| 1Y | -3.2% | +21.6% | -24.8% | -12.1% |
| 3Y | +50.4% | +111.9% | -61.5% | +2.2% |
| 5Y | +64.8% | +106.9% | -42.2% | +10.7% |
| 10Y | +456.5% | +62.2% | +394.3% | +266.7% |
| All | +1,645.7% | +318.5% | +1,327.3% | +541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling