+72.8%
HCA vs EOG
+169.9%
-97.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | +1.5% | +3.9% | +5.2% |
| 30D | +3.0% | +2.9% | 0.0% | +2.6% |
| 3M | +13.0% | +8.7% | +4.3% | +11.7% |
| 6M | -20.3% | +12.9% | -33.2% | -21.9% |
| YTD | -8.2% | +43.8% | -52.1% | -13.4% |
| 1Y | +6.7% | +27.1% | -20.4% | +2.5% |
| 3Y | +60.4% | +25.9% | +34.5% | +52.5% |
| All | +72.8% | +169.9% | -97.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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