+147.8%
HCSG vs SPY
+75.1%
+72.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.6% |
| 7D | -1.0% | -2.7% | +1.7% | +1.3% |
| 30D | +16.8% | -5.4% | +22.2% | +22.0% |
| 3M | +10.1% | -4.1% | +14.2% | +13.7% |
| 6M | +10.0% | +0.7% | +9.3% | +8.6% |
| YTD | +27.0% | +8.7% | +18.3% | +17.4% |
| 1Y | +38.9% | +10.9% | +28.0% | +26.2% |
| 3Y | +147.8% | +75.0% | +72.8% | +24.7% |
| All | +147.8% | +75.1% | +72.7% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling