+593.0%
CEG vs HCA
+108.0%
+485.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +12.1% | +0.8% | +11.3% | +12.0% |
| 30D | +0.2% | +6.1% | -5.8% | -0.5% |
| 3M | +0.7% | +21.4% | -20.7% | -1.9% |
| 6M | +2.2% | +17.2% | -14.9% | 0.0% |
| YTD | -20.3% | +7.5% | -27.8% | -21.4% |
| 1Y | -16.1% | +6.2% | -22.2% | -17.1% |
| 3Y | +134.7% | +122.0% | +12.7% | +92.5% |
| All | +593.0% | +108.0% | +485.1% | +459.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling