+62.4%
EWY vs HCA
+11.2%
+51.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.2% | -0.1% |
| 7D | -8.3% | +10.2% | -18.6% | -6.6% |
| 30D | -20.5% | +17.4% | -38.0% | -18.2% |
| 3M | -11.1% | +27.7% | -38.8% | -7.1% |
| 6M | -7.0% | +20.0% | -27.0% | +1.5% |
| YTD | +56.5% | +10.0% | +46.5% | +77.4% |
| 1Y | +62.4% | +9.0% | +53.4% | +83.9% |
| All | +62.4% | +11.2% | +51.2% | +83.9% |
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