+45.0%
EEM vs HCA
+71.9%
-27.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -1.3% | +5.4% | -6.7% | -1.9% |
| 30D | +2.1% | +3.0% | -0.9% | +1.7% |
| 3M | +1.0% | +13.0% | -12.0% | -0.8% |
| 6M | +15.9% | -20.3% | +36.2% | +19.7% |
| YTD | +24.6% | -8.2% | +32.9% | +25.8% |
| 1Y | +32.3% | +6.7% | +25.6% | +30.2% |
| 3Y | +85.9% | +60.4% | +25.5% | +68.8% |
| All | +45.0% | +71.9% | -27.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling