+3,282.4%
HCSG vs SPY
+3,056.6%
+225.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.3% |
| 7D | -5.0% | -0.9% | -4.1% | -4.4% |
| 30D | +22.2% | -2.4% | +24.6% | +24.1% |
| 3M | +20.3% | -1.2% | +21.4% | +21.0% |
| 6M | +12.8% | +3.3% | +9.5% | +9.8% |
| YTD | +31.9% | +12.3% | +19.6% | +21.1% |
| 1Y | +42.1% | +12.4% | +29.7% | +30.4% |
| 3Y | +164.5% | +78.8% | +85.7% | +74.7% |
| 5Y | +39.2% | +75.2% | -36.0% | -6.9% |
| 10Y | -15.7% | +311.1% | -326.8% | -67.9% |
| All | +3,282.4% | +3,056.6% | +225.8% | +312.5% |
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