+1.8%
EWZ vs HCA
+1,648.5%
-1,646.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +6.5% | -3.1% | +9.6% | +7.4% |
| 30D | +4.8% | -1.1% | +6.0% | +5.1% |
| 3M | +9.9% | +12.2% | -2.3% | +5.4% |
| 6M | +1.9% | -25.3% | +27.3% | +10.5% |
| YTD | +20.3% | -12.9% | +33.3% | +24.0% |
| 1Y | +35.6% | -0.9% | +36.6% | +33.8% |
| 3Y | +43.4% | +47.6% | -4.2% | +22.0% |
| 5Y | +55.9% | +67.0% | -11.0% | +22.8% |
| 10Y | +84.2% | +471.4% | -387.3% | -5.0% |
| All | +1.8% | +1,648.5% | -1,646.7% | -63.4% |
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