+2.2%
SPGI vs HCA
+73.0%
-70.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.9% |
| 7D | -3.1% | +4.9% | -8.0% | -4.4% |
| 30D | +2.0% | +1.9% | +0.2% | +1.4% |
| 3M | +4.3% | +12.7% | -8.4% | +0.4% |
| 6M | -0.2% | -22.3% | +22.1% | +6.6% |
| YTD | -14.8% | -9.3% | -5.5% | -13.6% |
| 1Y | -18.5% | +2.7% | -21.3% | -21.0% |
| 3Y | +16.0% | +57.8% | -41.9% | -5.1% |
| 5Y | +2.2% | +70.3% | -68.1% | -23.4% |
| All | +2.2% | +73.0% | -70.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling