+12.4%
EMR vs HCA
+8.6%
+3.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.5% |
| 7D | -0.4% | +5.4% | -5.8% | -0.8% |
| 30D | -6.8% | +3.0% | -9.8% | -7.0% |
| 3M | +7.5% | +13.0% | -5.5% | +6.5% |
| 6M | +9.9% | -20.3% | +30.1% | +9.4% |
| YTD | +16.0% | -8.2% | +24.2% | +15.0% |
| 1Y | +12.4% | +6.7% | +5.7% | +7.3% |
| All | +12.4% | +8.6% | +3.8% | +7.3% |
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