+35.6%
EWZ vs HCA
-0.5%
+36.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.5% | -3.1% | +9.6% | +6.9% |
| 30D | +4.8% | -1.1% | +6.0% | +4.9% |
| 3M | +9.9% | +12.2% | -2.3% | +7.8% |
| 6M | +1.9% | -25.3% | +27.3% | +6.4% |
| YTD | +20.3% | -12.9% | +33.3% | +22.7% |
| 1Y | +35.6% | -0.9% | +36.6% | +37.2% |
| All | +35.6% | -0.5% | +36.2% | +37.2% |
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 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