-29.4%
HCSG vs SPY
+314.4%
-343.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.7% |
| 30D | -2.0% | -0.9% | -1.1% | -1.2% |
| 3M | +6.1% | +3.9% | +2.2% | +2.2% |
| 6M | +5.5% | +14.5% | -9.1% | -6.9% |
| YTD | +13.9% | +12.9% | +1.0% | +1.8% |
| 1Y | +36.9% | +19.4% | +17.5% | +16.4% |
| 3Y | +97.8% | +78.5% | +19.4% | +16.0% |
| 5Y | -12.9% | +81.8% | -94.6% | -50.2% |
| All | -29.4% | +314.4% | -343.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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