+25.7%
EMR vs HCA
+11.2%
+14.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -7.9% | +1.5% |
| 7D | +1.6% | +10.2% | -8.6% | +0.7% |
| 30D | +5.0% | +17.4% | -12.4% | +3.5% |
| 3M | +7.7% | +27.7% | -20.0% | +5.3% |
| 6M | +26.8% | +20.0% | +6.7% | +24.7% |
| YTD | +29.9% | +10.0% | +19.9% | +26.1% |
| 1Y | +25.7% | +9.0% | +16.7% | +21.5% |
| All | +25.7% | +11.2% | +14.5% | +21.5% |
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