+9.0%
HCA vs NRG
-50.8%
+59.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -13.5% | +23.9% | +9.7% |
| 7D | +10.2% | -13.7% | +24.0% | +9.6% |
| 30D | +17.4% | -13.6% | +31.0% | +16.7% |
| 3M | +27.7% | -28.5% | +56.2% | +27.1% |
| 6M | +20.0% | -45.8% | +65.8% | +21.3% |
| YTD | +10.0% | -46.9% | +56.9% | +10.7% |
| 1Y | +9.0% | -49.7% | +58.7% | +10.6% |
| All | +9.0% | -50.8% | +59.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling