+72.8%
HCA vs EFV
+95.9%
-23.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | +5.4% | -0.8% | +6.2% | +6.0% |
| 30D | +3.0% | +0.6% | +2.3% | +2.5% |
| 3M | +13.0% | +7.5% | +5.5% | +7.4% |
| 6M | -20.3% | +13.0% | -33.3% | -27.0% |
| YTD | -8.2% | +18.3% | -26.5% | -19.1% |
| 1Y | +6.7% | +26.7% | -20.0% | -10.7% |
| 3Y | +60.4% | +89.6% | -29.2% | -3.0% |
| All | +72.8% | +95.9% | -23.1% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling