-10.1%
CEG vs HCA
+2.1%
-12.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.3% | +2.9% | -2.6% | +0.7% |
| 30D | +2.9% | +2.4% | +0.5% | +3.2% |
| 3M | +18.2% | +13.0% | +5.2% | +19.1% |
| 6M | -9.5% | -21.4% | +11.8% | -9.0% |
| YTD | -18.7% | -9.5% | -9.2% | -18.8% |
| 1Y | -10.1% | +7.5% | -17.7% | -4.1% |
| All | -10.1% | +2.1% | -12.3% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling