+50.9%
EWZ vs HCA
+114.4%
-63.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +9.0% | -7.7% | -0.2% |
| 30D | -26.2% | +11.8% | -38.0% | -27.6% |
| 3M | -8.6% | +22.1% | -30.7% | -11.8% |
| 6M | -17.0% | +16.4% | -33.4% | -19.4% |
| YTD | +2.2% | +8.6% | -6.5% | +0.2% |
| 1Y | +2.7% | +10.6% | -7.9% | +0.3% |
| 3Y | +18.2% | +121.7% | -103.5% | +0.3% |
| All | +50.9% | +114.4% | -63.5% | +26.5% |
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