+47.1%
EQT vs HCA
+511.6%
-464.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -2.0% | +5.4% | -7.4% | -3.4% |
| 30D | 0.0% | +3.0% | -3.0% | -0.9% |
| 3M | +5.9% | +13.0% | -7.1% | +2.0% |
| 6M | -14.8% | -20.3% | +5.5% | -10.3% |
| YTD | +1.8% | -8.2% | +10.0% | +2.6% |
| 1Y | +7.4% | +6.7% | +0.7% | +3.5% |
| 3Y | +33.6% | +60.4% | -26.8% | +11.3% |
| 5Y | +199.3% | +73.4% | +125.9% | +138.0% |
| All | +47.1% | +511.6% | -464.5% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling