+55.2%
EWT vs HCA
+11.2%
+44.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.5% | -0.3% |
| 7D | -10.9% | +10.2% | -21.1% | -10.0% |
| 30D | -17.7% | +17.4% | -35.2% | -16.5% |
| 3M | -5.0% | +27.7% | -32.7% | -2.9% |
| 6M | +7.4% | +20.0% | -12.6% | +11.3% |
| YTD | +52.8% | +10.0% | +42.8% | +59.9% |
| 1Y | +55.2% | +9.0% | +46.2% | +61.8% |
| All | +55.2% | +11.2% | +44.0% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling