+1,645.7%
HCA vs EIX
+181.2%
+1,464.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.3% |
| 7D | -2.8% | +0.9% | -3.7% | -3.2% |
| 30D | -2.7% | -13.5% | +10.8% | +0.4% |
| 3M | +11.5% | -15.3% | +26.7% | +15.6% |
| 6M | -24.3% | -15.3% | -9.0% | -21.6% |
| YTD | -13.6% | +2.7% | -16.3% | -17.2% |
| 1Y | -3.2% | +17.4% | -20.6% | -12.4% |
| 3Y | +50.4% | -1.3% | +51.7% | +41.5% |
| 5Y | +64.8% | +27.2% | +37.6% | +37.0% |
| 10Y | +456.5% | +22.7% | +433.8% | +347.0% |
| All | +1,645.7% | +181.2% | +1,464.6% | +626.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling