+60.4%
HCA vs EFX
-12.2%
+72.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +5.4% | -4.5% | +10.0% | +6.6% |
| 30D | +3.0% | -6.1% | +9.1% | +4.3% |
| 3M | +13.0% | +6.2% | +6.8% | +11.2% |
| 6M | -20.3% | -11.2% | -9.0% | -18.6% |
| YTD | -8.2% | -21.4% | +13.2% | -4.1% |
| 1Y | +6.7% | -34.3% | +41.0% | +17.2% |
| 3Y | +60.4% | -12.5% | +72.9% | +50.7% |
| All | +60.4% | -12.2% | +72.6% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling