-0.9%
HCA vs EIX
+7.5%
-8.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -3.1% | -19.1% | +16.0% | -1.6% |
| 30D | -1.1% | -16.9% | +15.8% | -0.4% |
| 3M | +12.2% | -20.0% | +32.2% | +13.3% |
| 6M | -25.3% | -21.3% | -4.0% | -24.4% |
| YTD | -12.9% | -1.7% | -11.2% | -13.5% |
| 1Y | -0.9% | +9.6% | -10.5% | -2.0% |
| All | -0.9% | +7.5% | -8.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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