-18.9%
SPGI vs HCA
+2.1%
-21.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -8.9% | +2.9% | -11.8% | -9.1% |
| 30D | +0.6% | +2.4% | -1.7% | +0.5% |
| 3M | +2.0% | +13.0% | -11.1% | +1.3% |
| 6M | +0.1% | -21.4% | +21.5% | -1.2% |
| YTD | -16.4% | -9.5% | -7.0% | -18.0% |
| 1Y | -18.9% | +7.5% | -26.5% | -23.7% |
| All | -18.9% | +2.1% | -21.1% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling