+1,567.8%
SPGI vs HCA
+2,065.5%
-497.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | +14.3% | +8.7% | +5.6% | +11.4% |
| 3M | +14.5% | +21.0% | -6.5% | +7.9% |
| 6M | +17.3% | +17.0% | +0.3% | +11.2% |
| YTD | -4.6% | +7.8% | -12.4% | -8.1% |
| 1Y | +0.8% | +6.4% | -5.7% | -2.7% |
| 3Y | +28.8% | +120.0% | -91.2% | -2.0% |
| 5Y | +14.0% | +112.9% | -98.9% | -14.1% |
| 10Y | +332.5% | +678.2% | -345.7% | +117.3% |
| All | +1,567.8% | +2,065.5% | -497.7% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling