+14.0%
SPGI vs HCA
+113.4%
-99.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +14.3% | +8.7% | +5.6% | +11.5% |
| 3M | +14.5% | +21.0% | -6.5% | +8.2% |
| 6M | +17.3% | +17.0% | +0.3% | +11.5% |
| YTD | -4.6% | +7.8% | -12.4% | -8.0% |
| 1Y | +0.8% | +6.4% | -5.7% | -2.6% |
| 3Y | +28.8% | +120.0% | -91.2% | -5.7% |
| 5Y | +14.0% | +112.9% | -98.9% | -19.8% |
| All | +14.0% | +113.4% | -99.4% | -19.8% |
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