-13.5%
EWZ vs HCA
+2,081.8%
-2,095.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +9.0% | -7.7% | -1.4% |
| 30D | -26.2% | +11.8% | -38.0% | -28.8% |
| 3M | -8.6% | +22.1% | -30.7% | -14.3% |
| 6M | -17.0% | +16.4% | -33.4% | -21.5% |
| YTD | +2.2% | +8.6% | -6.5% | -1.8% |
| 1Y | +2.7% | +10.6% | -7.9% | -2.0% |
| 3Y | +18.2% | +121.7% | -103.5% | -11.6% |
| 5Y | +56.0% | +114.5% | -58.4% | +13.8% |
| 10Y | +60.8% | +657.1% | -596.3% | -23.7% |
| All | -13.5% | +2,081.8% | -2,095.3% | -71.0% |
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