+63.6%
EMR vs HCA
+69.0%
-5.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | +2.9% | -4.2% | -1.9% |
| 30D | -9.4% | +2.4% | -11.8% | -10.0% |
| 3M | +8.6% | +13.0% | -4.5% | +5.2% |
| 6M | +6.7% | -21.4% | +28.1% | +12.3% |
| YTD | +13.1% | -9.5% | +22.5% | +14.5% |
| 1Y | +12.7% | +7.5% | +5.2% | +8.9% |
| 3Y | +58.1% | +57.6% | +0.5% | +33.5% |
| 5Y | +63.6% | +71.1% | -7.5% | +26.5% |
| All | +63.6% | +69.0% | -5.4% | +26.5% |
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 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