+326.1%
EWY vs HCA
+1,721.2%
-1,395.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.7% |
| 7D | +6.7% | +4.9% | +1.7% | +5.5% |
| 30D | +17.0% | +1.9% | +15.1% | +16.3% |
| 3M | +3.7% | +12.7% | -9.1% | -0.2% |
| 6M | +42.5% | -22.3% | +64.8% | +50.1% |
| YTD | +96.2% | -9.3% | +105.6% | +98.5% |
| 1Y | +160.4% | +2.7% | +157.6% | +154.3% |
| 3Y | +231.7% | +57.8% | +173.8% | +185.0% |
| 5Y | +153.3% | +70.3% | +82.9% | +108.4% |
| 10Y | +308.8% | +499.7% | -190.8% | +133.9% |
| All | +326.1% | +1,721.2% | -1,395.1% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling