+71.4%
HCA vs ECL
+26.8%
+44.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.9% |
| 7D | +4.9% | -2.7% | +7.7% | +6.2% |
| 30D | +1.9% | -4.3% | +6.2% | +3.8% |
| 3M | +12.7% | +3.2% | +9.5% | +11.1% |
| 6M | -22.3% | -2.9% | -19.4% | -21.5% |
| YTD | -9.3% | +4.3% | -13.6% | -11.4% |
| 1Y | +2.7% | +1.6% | +1.1% | +1.3% |
| 3Y | +57.8% | +54.3% | +3.6% | +27.4% |
| All | +71.4% | +26.8% | +44.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling