+291.6%
EMR vs HCA
+1,635.7%
-1,344.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +3.1% | -2.8% | +5.9% | +4.0% |
| 30D | -3.5% | -2.7% | -0.8% | -2.8% |
| 3M | +9.8% | +11.5% | -1.7% | +5.4% |
| 6M | +10.8% | -24.3% | +35.1% | +20.3% |
| YTD | +15.9% | -13.6% | +29.5% | +19.8% |
| 1Y | +16.4% | -3.2% | +19.6% | +15.4% |
| 3Y | +62.1% | +50.4% | +11.7% | +35.0% |
| 5Y | +62.9% | +64.8% | -1.9% | +27.7% |
| 10Y | +267.8% | +456.6% | -188.8% | +90.7% |
| All | +291.6% | +1,635.7% | -1,344.1% | +42.3% |
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 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