+60.1%
EWZ vs HCA
+73.0%
-12.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.2% |
| 7D | -0.1% | +4.9% | -5.0% | -0.8% |
| 30D | +8.2% | +1.9% | +6.3% | +7.8% |
| 3M | +13.3% | +12.7% | +0.6% | +10.7% |
| 6M | +3.6% | -22.3% | +25.9% | +7.8% |
| YTD | +21.0% | -9.3% | +30.3% | +22.4% |
| 1Y | +34.7% | +2.7% | +31.9% | +33.1% |
| 3Y | +48.3% | +57.8% | -9.5% | +34.2% |
| 5Y | +60.1% | +70.3% | -10.3% | +40.3% |
| All | +60.1% | +73.0% | -12.9% | +40.3% |
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