+2,071.1%
HCA vs ED
+329.9%
+1,741.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +0.8% | +2.1% | -1.2% | +0.1% |
| 30D | +6.1% | +10.4% | -4.3% | +2.5% |
| 3M | +21.4% | +12.5% | +8.9% | +16.4% |
| 6M | +17.2% | +14.9% | +2.3% | +11.5% |
| YTD | +7.5% | +24.8% | -17.4% | -0.7% |
| 1Y | +6.2% | +23.8% | -17.7% | -1.8% |
| 3Y | +122.0% | +51.6% | +70.4% | +90.7% |
| 5Y | +112.2% | +86.4% | +25.7% | +70.7% |
| 10Y | +675.7% | +145.4% | +530.3% | +451.9% |
| All | +2,071.1% | +329.9% | +1,741.2% | +882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling