+58.2%
HCA vs ECL
+53.7%
+4.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | -2.6% | +5.6% | +4.1% |
| 30D | +2.4% | -4.6% | +7.0% | +4.3% |
| 3M | +13.0% | +6.0% | +7.1% | +10.4% |
| 6M | -21.4% | -3.0% | -18.4% | -20.6% |
| YTD | -9.5% | +4.0% | -13.5% | -11.3% |
| 1Y | +7.5% | +2.0% | +5.5% | +6.1% |
| All | +58.2% | +53.7% | +4.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling