+3,157.7%
HCSG vs SPY
+2,954.7%
+202.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | -1.0% | -2.7% | +1.7% | +1.0% |
| 30D | +16.8% | -5.4% | +22.2% | +21.3% |
| 3M | +10.1% | -4.1% | +14.2% | +13.2% |
| 6M | +10.0% | +0.7% | +9.3% | +9.1% |
| YTD | +27.0% | +8.7% | +18.3% | +19.4% |
| 1Y | +38.9% | +10.9% | +28.0% | +28.8% |
| 3Y | +147.8% | +75.0% | +72.8% | +66.2% |
| 5Y | +31.9% | +67.8% | -35.9% | -9.0% |
| 10Y | -15.8% | +312.9% | -328.7% | -68.0% |
| All | +3,157.7% | +2,954.7% | +202.9% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling