+157.4%
EQT vs HCA
+1,718.5%
-1,561.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -1.2% | +2.9% | -4.1% | -2.0% |
| 30D | +1.1% | +2.4% | -1.3% | +0.3% |
| 3M | +4.8% | +13.0% | -8.3% | +0.8% |
| 6M | -10.6% | -21.4% | +10.8% | -5.6% |
| YTD | +3.4% | -9.5% | +12.9% | +4.7% |
| 1Y | +8.7% | +7.5% | +1.1% | +4.6% |
| 3Y | +35.0% | +57.6% | -22.6% | +13.9% |
| 5Y | +204.2% | +71.1% | +133.1% | +146.1% |
| 10Y | +52.5% | +498.8% | -446.3% | -16.6% |
| All | +157.4% | +1,718.5% | -1,561.1% | -8.0% |
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 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