+190.8%
EQT vs HCA
+71.9%
+118.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -2.0% | +5.4% | -7.4% | -3.2% |
| 30D | 0.0% | +3.0% | -3.0% | -0.8% |
| 3M | +5.9% | +13.0% | -7.1% | +2.4% |
| 6M | -14.8% | -20.3% | +5.5% | -10.2% |
| YTD | +1.8% | -8.2% | +10.0% | +2.7% |
| 1Y | +7.4% | +6.7% | +0.7% | +3.3% |
| 3Y | +33.6% | +60.4% | -26.8% | +7.9% |
| All | +190.8% | +71.9% | +118.9% | +112.3% |
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 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