+134.7%
CEG vs HCA
+118.7%
+16.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +12.1% | +0.8% | +11.3% | +12.1% |
| 30D | +0.2% | +6.1% | -5.8% | +0.7% |
| 3M | +0.7% | +21.4% | -20.7% | +1.4% |
| 6M | +2.2% | +17.2% | -14.9% | +3.1% |
| YTD | -20.3% | +7.5% | -27.8% | -19.6% |
| 1Y | -16.1% | +6.2% | -22.2% | -15.3% |
| 3Y | +134.7% | +122.0% | +12.7% | +103.1% |
| All | +134.7% | +118.7% | +16.0% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling