+60.4%
HCA vs SPYG
+98.4%
-38.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | +3.0% | -1.5% | +4.5% | +3.2% |
| 3M | +13.0% | +3.7% | +9.3% | +12.4% |
| 6M | -20.3% | +16.4% | -36.7% | -22.5% |
| YTD | -8.2% | +13.3% | -21.6% | -10.4% |
| 1Y | +6.7% | +17.9% | -11.2% | +3.3% |
| 3Y | +60.4% | +98.3% | -38.0% | +23.1% |
| All | +60.4% | +98.4% | -38.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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