+1,731.8%
HCA vs AEIS
+1,753.7%
-21.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.2% |
| 7D | +4.9% | +6.5% | -1.5% | +3.5% |
| 30D | +1.9% | -9.2% | +11.1% | +3.5% |
| 3M | +12.7% | -8.3% | +21.1% | +11.8% |
| 6M | -22.3% | -6.3% | -16.0% | -24.4% |
| YTD | -9.3% | +36.5% | -45.8% | -19.8% |
| 1Y | +2.7% | +84.8% | -82.0% | -16.4% |
| 3Y | +57.8% | +176.6% | -118.8% | +11.0% |
| 5Y | +70.3% | +237.1% | -166.8% | +11.0% |
| 10Y | +499.7% | +554.7% | -55.0% | +202.3% |
| All | +1,731.8% | +1,753.7% | -21.9% | +528.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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