+1,731.8%
HCA vs EOG
+303.0%
+1,428.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.6% |
| 7D | +4.9% | -1.3% | +6.2% | +5.3% |
| 30D | +1.9% | +3.4% | -1.5% | +0.9% |
| 3M | +12.7% | +7.8% | +4.9% | +9.8% |
| 6M | -22.3% | +13.4% | -35.7% | -25.9% |
| YTD | -9.3% | +43.5% | -52.8% | -19.3% |
| 1Y | +2.7% | +29.7% | -26.9% | -6.3% |
| 3Y | +57.8% | +23.2% | +34.6% | +43.0% |
| 5Y | +70.3% | +176.4% | -106.1% | +14.0% |
| 10Y | +499.7% | +119.1% | +380.5% | +270.1% |
| All | +1,731.8% | +303.0% | +1,428.7% | +770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling