+303.5%
EWY vs HCA
+511.6%
-208.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +2.9% |
| 7D | -0.1% | +5.4% | -5.5% | -1.3% |
| 30D | +7.3% | +3.0% | +4.3% | +6.4% |
| 3M | -5.1% | +13.0% | -18.2% | -8.8% |
| 6M | +42.1% | -20.3% | +62.3% | +49.3% |
| YTD | +94.1% | -8.2% | +102.3% | +96.2% |
| 1Y | +147.8% | +6.7% | +141.1% | +139.8% |
| 3Y | +222.9% | +60.4% | +162.5% | +173.4% |
| 5Y | +150.6% | +73.4% | +77.2% | +102.0% |
| All | +303.5% | +511.6% | -208.1% | +126.8% |
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 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