+71.1%
HCA vs EL
-69.5%
+140.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +2.9% | -4.4% | +7.3% | +3.6% |
| 30D | +2.4% | +10.3% | -7.9% | +0.7% |
| 3M | +13.0% | +13.4% | -0.3% | +10.6% |
| 6M | -21.4% | +3.1% | -24.5% | -22.3% |
| YTD | -9.5% | -6.9% | -2.5% | -10.0% |
| 1Y | +7.5% | +11.9% | -4.4% | +3.0% |
| 3Y | +57.6% | -33.8% | +91.4% | +63.6% |
| 5Y | +71.1% | -69.0% | +140.1% | +120.0% |
| All | +71.1% | -69.5% | +140.6% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling