+1,729.1%
HCA vs EFV
+184.1%
+1,545.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.1% |
| 7D | +2.9% | -2.0% | +4.9% | +4.5% |
| 30D | +2.4% | -0.2% | +2.6% | +2.5% |
| 3M | +13.0% | +9.1% | +3.9% | +5.4% |
| 6M | -21.4% | +11.7% | -33.1% | -28.3% |
| YTD | -9.5% | +17.0% | -26.5% | -20.7% |
| 1Y | +7.5% | +26.7% | -19.2% | -11.7% |
| 3Y | +57.6% | +90.2% | -32.6% | -7.7% |
| 5Y | +71.1% | +96.1% | -25.0% | -2.6% |
| 10Y | +498.8% | +164.5% | +334.3% | +172.7% |
| All | +1,729.1% | +184.1% | +1,545.0% | +657.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling