-12.8%
EWZ vs HCA
+2,088.8%
-2,101.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -25.5% | +10.3% | -35.8% | -27.8% |
| 3M | -4.5% | +23.2% | -27.8% | -10.7% |
| 6M | -15.3% | +19.1% | -34.4% | -20.4% |
| YTD | +3.1% | +9.0% | -5.9% | -1.0% |
| 1Y | +1.2% | +10.2% | -9.0% | -3.3% |
| 3Y | +19.3% | +122.4% | -103.1% | -10.9% |
| 5Y | +52.3% | +116.3% | -64.0% | +10.7% |
| 10Y | +67.0% | +686.6% | -619.6% | -21.5% |
| All | -12.8% | +2,088.8% | -2,101.6% | -70.8% |
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