+149.4%
EWT vs HCA
+71.9%
+77.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.7% |
| 7D | -1.1% | +5.4% | -6.5% | -1.8% |
| 30D | +4.5% | +3.0% | +1.5% | +4.0% |
| 3M | +8.3% | +13.0% | -4.8% | +6.1% |
| 6M | +54.2% | -20.3% | +74.5% | +59.7% |
| YTD | +74.6% | -8.2% | +82.8% | +76.3% |
| 1Y | +84.9% | +6.7% | +78.2% | +81.3% |
| 3Y | +197.5% | +60.4% | +137.2% | +163.6% |
| All | +149.4% | +71.9% | +77.5% | +107.8% |
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 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