+1,645.7%
HCA vs ED
+284.7%
+1,361.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -2.7% | +1.1% | -3.8% | -3.2% |
| 3M | +11.5% | +4.6% | +6.8% | +9.6% |
| 6M | -24.3% | -2.0% | -22.3% | -23.9% |
| YTD | -13.6% | +11.7% | -25.3% | -17.0% |
| 1Y | -3.2% | +15.7% | -18.9% | -8.3% |
| 3Y | +50.4% | +34.4% | +16.1% | +34.6% |
| 5Y | +64.8% | +67.3% | -2.5% | +37.5% |
| 10Y | +456.5% | +104.0% | +352.5% | +322.8% |
| All | +1,645.7% | +284.7% | +1,361.1% | +721.7% |
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