+71.1%
HCA vs EIX
+22.7%
+48.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | +2.4% | -18.8% | +21.2% | +6.2% |
| 3M | +13.0% | -19.7% | +32.7% | +17.3% |
| 6M | -21.4% | -18.2% | -3.1% | -18.9% |
| YTD | -9.5% | -1.7% | -7.7% | -11.6% |
| 1Y | +7.5% | +7.8% | -0.2% | +1.9% |
| 3Y | +57.6% | -5.6% | +63.2% | +53.1% |
| 5Y | +71.1% | +23.7% | +47.4% | +48.9% |
| All | +71.1% | +22.7% | +48.4% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling