+71.1%
HCA vs ED
+66.8%
+4.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +3.8% |
| 30D | +2.4% | +0.1% | +2.3% | +2.2% |
| 3M | +13.0% | 0.0% | +13.0% | +12.8% |
| 6M | -21.4% | -2.5% | -18.9% | -20.7% |
| YTD | -9.5% | +10.1% | -19.6% | -13.5% |
| 1Y | +7.5% | +13.6% | -6.1% | +1.0% |
| 3Y | +57.6% | +32.4% | +25.2% | +36.6% |
| 5Y | +71.1% | +69.9% | +1.3% | +45.3% |
| All | +71.1% | +66.8% | +4.4% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling