+706.7%
ETN vs HCA
+511.6%
+195.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | +3.5% | +5.4% | -1.9% | +1.6% |
| 30D | -7.5% | +3.0% | -10.5% | -8.6% |
| 3M | +8.3% | +13.0% | -4.7% | +2.6% |
| 6M | +20.2% | -20.3% | +40.4% | +28.7% |
| YTD | +34.7% | -8.2% | +42.9% | +36.1% |
| 1Y | +19.4% | +6.7% | +12.8% | +13.4% |
| 3Y | +85.5% | +60.4% | +25.1% | +44.1% |
| 5Y | +186.6% | +73.4% | +113.2% | +107.6% |
| All | +706.7% | +511.6% | +195.1% | +257.2% |
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