+9.0%
HCA vs EL
+25.6%
-16.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.3% | +4.0% | +9.8% |
| 7D | +10.2% | +2.5% | +7.8% | +9.9% |
| 30D | +17.4% | +20.1% | -2.7% | +16.1% |
| 3M | +27.7% | +29.3% | -1.6% | +25.9% |
| 6M | +20.0% | +38.8% | -18.8% | +18.2% |
| YTD | +10.0% | +8.1% | +1.9% | +4.9% |
| 1Y | +9.0% | +22.3% | -13.3% | +4.8% |
| All | +9.0% | +25.6% | -16.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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