+1,428.3%
SPGI vs HCA
+1,635.7%
-207.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.5% | -2.8% | +0.3% | -1.6% |
| 30D | +5.4% | -2.7% | +8.2% | +6.2% |
| 3M | +9.0% | +11.5% | -2.4% | +5.2% |
| 6M | +0.8% | -24.3% | +25.1% | +8.5% |
| YTD | -12.6% | -13.6% | +1.0% | -9.9% |
| 1Y | -16.1% | -3.2% | -12.9% | -16.8% |
| 3Y | +19.0% | +50.4% | -31.4% | +1.6% |
| 5Y | +5.1% | +64.8% | -59.7% | -14.6% |
| 10Y | +295.5% | +456.5% | -161.1% | +117.6% |
| All | +1,428.3% | +1,635.7% | -207.4% | +483.3% |
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