+186.8%
EFA vs HCA
+1,721.2%
-1,534.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.3% |
| 7D | -0.5% | +4.9% | -5.4% | -1.6% |
| 30D | -1.3% | +1.9% | -3.2% | -1.9% |
| 3M | +5.2% | +12.7% | -7.5% | +1.8% |
| 6M | +9.4% | -22.3% | +31.7% | +15.3% |
| YTD | +12.7% | -9.3% | +22.1% | +14.2% |
| 1Y | +19.3% | +2.7% | +16.5% | +16.9% |
| 3Y | +66.3% | +57.8% | +8.5% | +44.6% |
| 5Y | +53.4% | +70.3% | -17.0% | +28.1% |
| 10Y | +144.4% | +499.7% | -355.2% | +44.3% |
| All | +186.8% | +1,721.2% | -1,534.4% | +20.1% |
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