+58.2%
HCA vs CAG
-39.3%
+97.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | +2.9% | -5.9% | +8.8% | +4.1% |
| 30D | +2.4% | -1.5% | +3.9% | +2.5% |
| 3M | +13.0% | +11.5% | +1.6% | +10.3% |
| 6M | -21.4% | -15.7% | -5.7% | -19.1% |
| YTD | -9.5% | -10.2% | +0.7% | -8.2% |
| 1Y | +7.5% | -18.1% | +25.6% | +10.9% |
| All | +58.2% | -39.3% | +97.5% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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