+626.9%
CEG vs HCA
+75.5%
+551.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.3% |
| 7D | +1.3% | +4.9% | -3.6% | +0.7% |
| 30D | +8.8% | +1.9% | +7.0% | +8.5% |
| 3M | +17.0% | +12.7% | +4.2% | +14.5% |
| 6M | -8.7% | -22.3% | +13.6% | -5.2% |
| YTD | -16.4% | -9.3% | -7.1% | -15.7% |
| 1Y | -1.8% | +2.7% | -4.5% | -3.4% |
| 3Y | +175.8% | +57.8% | +118.0% | +142.5% |
| All | +626.9% | +75.5% | +551.5% | +499.4% |
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