+15.0%
EEM vs HCA
+11.2%
+3.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.5% | +1.1% |
| 7D | -3.0% | +10.2% | -13.2% | -2.7% |
| 30D | -10.3% | +17.4% | -27.8% | -9.9% |
| 3M | -6.6% | +27.7% | -34.3% | -5.8% |
| 6M | -3.4% | +20.0% | -23.4% | -1.0% |
| YTD | +13.2% | +10.0% | +3.2% | +17.4% |
| 1Y | +15.0% | +9.0% | +6.0% | +19.0% |
| All | +15.0% | +11.2% | +3.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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