+109.5%
EEM vs HCA
+1,721.2%
-1,611.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.6% |
| 7D | +2.0% | +4.9% | -2.9% | +0.9% |
| 30D | +5.1% | +1.9% | +3.2% | +4.5% |
| 3M | +4.6% | +12.7% | -8.2% | +1.3% |
| 6M | +17.8% | -22.3% | +40.1% | +23.7% |
| YTD | +25.8% | -9.3% | +35.1% | +27.3% |
| 1Y | +36.4% | +2.7% | +33.7% | +33.7% |
| 3Y | +90.0% | +57.8% | +32.2% | +65.5% |
| 5Y | +46.6% | +70.3% | -23.8% | +22.4% |
| 10Y | +132.3% | +499.7% | -367.4% | +34.6% |
| All | +109.5% | +1,721.2% | -1,611.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling