+1,754.0%
HCA vs NRG
+682.5%
+1,071.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | +5.4% | -4.7% | +10.1% | +6.5% |
| 30D | +3.0% | -6.0% | +8.9% | +4.0% |
| 3M | +13.0% | -8.0% | +21.0% | +13.6% |
| 6M | -20.3% | -23.2% | +2.9% | -17.0% |
| YTD | -8.2% | -28.1% | +19.8% | -3.5% |
| 1Y | +6.7% | -27.3% | +34.0% | +11.1% |
| 3Y | +60.4% | +208.7% | -148.3% | +3.2% |
| 5Y | +73.4% | +197.7% | -124.2% | +10.7% |
| 10Y | +506.9% | +1,103.3% | -596.4% | +166.7% |
| All | +1,754.0% | +682.5% | +1,071.5% | +776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling