+148.7%
EWY vs HCA
+71.9%
+76.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +3.1% |
| 7D | -0.1% | +5.4% | -5.5% | -0.8% |
| 30D | +7.3% | +3.0% | +4.3% | +6.8% |
| 3M | -5.1% | +13.0% | -18.2% | -7.4% |
| 6M | +42.1% | -20.3% | +62.3% | +48.8% |
| YTD | +94.1% | -8.2% | +102.3% | +97.4% |
| 1Y | +147.8% | +6.7% | +141.1% | +143.5% |
| 3Y | +222.9% | +60.4% | +162.5% | +184.0% |
| All | +148.7% | +71.9% | +76.8% | +102.2% |
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 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