+1,645.7%
HCA vs EAT
+1,055.0%
+590.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.1% |
| 7D | -2.8% | -4.9% | +2.1% | -1.5% |
| 30D | -2.7% | -1.2% | -1.5% | -2.7% |
| 3M | +11.5% | +52.2% | -40.8% | -0.7% |
| 6M | -24.3% | +65.0% | -89.3% | -34.7% |
| YTD | -13.6% | +55.0% | -68.6% | -24.6% |
| 1Y | -3.2% | +42.1% | -45.3% | -14.3% |
| 3Y | +50.4% | +614.7% | -564.3% | -21.8% |
| 5Y | +64.8% | +322.7% | -258.0% | -6.5% |
| 10Y | +456.5% | +382.0% | +74.5% | +124.4% |
| All | +1,645.7% | +1,055.0% | +590.7% | +384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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