+35.8%
EQT vs HCA
+57.5%
-21.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | +1.1% | +2.4% | -1.3% | +1.0% |
| 3M | +4.8% | +13.0% | -8.3% | +4.1% |
| 6M | -10.6% | -21.4% | +10.8% | -9.0% |
| YTD | +3.4% | -9.5% | +12.9% | +4.0% |
| 1Y | +8.7% | +7.5% | +1.1% | +7.0% |
| All | +35.8% | +57.5% | -21.7% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling