+6.7%
HCA vs ED
+13.4%
-6.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | +13.0% | +0.5% | +12.6% | +12.5% |
| 6M | -20.3% | -3.1% | -17.1% | -19.9% |
| YTD | -8.2% | +9.8% | -18.1% | -10.2% |
| 1Y | +6.7% | +12.6% | -5.9% | +3.5% |
| All | +6.7% | +13.4% | -6.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling