+42.5%
EWY vs HCA
-20.3%
+62.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | +2.1% |
| 7D | +6.7% | +4.9% | +1.7% | +8.4% |
| 30D | +17.0% | +1.9% | +15.1% | +17.9% |
| 3M | +3.7% | +12.7% | -9.1% | +7.8% |
| 6M | +42.5% | -22.3% | +64.8% | +102.0% |
| All | +42.5% | -20.3% | +62.8% | +102.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling