+282.6%
SPGI vs HCA
+503.4%
-220.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -8.9% | +2.9% | -11.8% | -9.8% |
| 30D | +0.6% | +2.4% | -1.7% | -0.3% |
| 3M | +2.0% | +13.0% | -11.1% | -2.5% |
| 6M | +0.1% | -21.4% | +21.5% | +7.3% |
| YTD | -16.4% | -9.5% | -7.0% | -15.0% |
| 1Y | -18.9% | +7.5% | -26.5% | -22.6% |
| 3Y | +13.8% | +57.6% | -43.8% | -6.9% |
| 5Y | +0.5% | +71.1% | -70.6% | -22.2% |
| All | +282.6% | +503.4% | -220.8% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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