+72.8%
HCA vs CAG
-43.1%
+115.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | +5.4% | -5.7% | +11.1% | +7.0% |
| 30D | +3.0% | -2.4% | +5.4% | +3.4% |
| 3M | +13.0% | +9.8% | +3.2% | +9.8% |
| 6M | -20.3% | -10.8% | -9.4% | -18.3% |
| YTD | -8.2% | -10.8% | +2.6% | -6.3% |
| 1Y | +6.7% | -19.0% | +25.7% | +11.7% |
| 3Y | +60.4% | -39.7% | +100.1% | +80.4% |
| All | +72.8% | -43.1% | +115.9% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling