+1,729.1%
HCA vs SPYG
+900.0%
+829.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +2.9% | -1.8% | +4.8% | +4.3% |
| 30D | +2.4% | -1.9% | +4.3% | +3.7% |
| 3M | +13.0% | +5.2% | +7.9% | +8.3% |
| 6M | -21.4% | +15.6% | -36.9% | -30.3% |
| YTD | -9.5% | +12.4% | -21.9% | -18.3% |
| 1Y | +7.5% | +17.5% | -9.9% | -6.6% |
| 3Y | +57.6% | +98.1% | -40.5% | -14.9% |
| 5Y | +71.1% | +84.9% | -13.8% | -3.9% |
| 10Y | +498.8% | +417.7% | +81.1% | +23.8% |
| All | +1,729.1% | +900.0% | +829.1% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling