+1,585.9%
SPGI vs HCA
+2,058.6%
-472.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +15.9% | +6.1% | +9.8% | +13.8% |
| 3M | +12.3% | +21.4% | -9.1% | +5.8% |
| 6M | +23.7% | +17.2% | +6.5% | +17.2% |
| YTD | -3.5% | +7.5% | -11.0% | -7.0% |
| 1Y | +0.4% | +6.2% | -5.8% | -3.0% |
| 3Y | +29.9% | +122.0% | -92.1% | -1.4% |
| 5Y | +15.2% | +112.2% | -97.0% | -13.1% |
| 10Y | +337.2% | +675.7% | -338.5% | +119.9% |
| All | +1,585.9% | +2,058.6% | -472.7% | +502.1% |
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