+9.0%
HCA vs EFX
-7.5%
+16.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +7.9% | +9.9% |
| 7D | +10.2% | +9.2% | +1.1% | +8.7% |
| 30D | +17.4% | +34.8% | -17.4% | +12.2% |
| 3M | +27.7% | +8.8% | +18.8% | +25.5% |
| 6M | +20.0% | +12.3% | +7.7% | +17.4% |
| YTD | +10.0% | -10.6% | +20.6% | +5.7% |
| 1Y | +9.0% | -6.7% | +15.8% | +4.7% |
| All | +9.0% | -7.5% | +16.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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