-0.9%
HCA vs EFV
+30.7%
-31.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.1% | +1.5% | -4.6% | -3.5% |
| 30D | -1.1% | +1.7% | -2.9% | -1.7% |
| 3M | +12.2% | +8.6% | +3.5% | +9.0% |
| 6M | -25.3% | +11.7% | -37.0% | -28.1% |
| YTD | -12.9% | +19.3% | -32.2% | -19.6% |
| 1Y | -0.9% | +30.2% | -31.1% | -13.2% |
| All | -0.9% | +30.7% | -31.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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