+60.4%
HCA vs EIX
-7.1%
+67.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | +3.0% | -19.3% | +22.3% | +5.1% |
| 3M | +13.0% | -21.7% | +34.7% | +15.8% |
| 6M | -20.3% | -19.8% | -0.4% | -18.6% |
| YTD | -8.2% | -3.0% | -5.2% | -9.2% |
| 1Y | +6.7% | +5.1% | +1.6% | +4.1% |
| 3Y | +60.4% | -7.0% | +67.3% | +60.0% |
| All | +60.4% | -7.1% | +67.5% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling