+1,645.7%
HCA vs EL
+169.8%
+1,476.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -2.8% | +1.7% | -4.5% | -3.3% |
| 30D | -2.7% | +15.5% | -18.2% | -6.8% |
| 3M | +11.5% | +20.6% | -9.1% | +5.4% |
| 6M | -24.3% | +10.5% | -34.8% | -27.4% |
| YTD | -13.6% | -1.9% | -11.7% | -15.6% |
| 1Y | -3.2% | +16.1% | -19.3% | -10.8% |
| 3Y | +50.4% | -30.2% | +80.6% | +52.6% |
| 5Y | +64.8% | -67.4% | +132.2% | +117.6% |
| 10Y | +456.5% | +31.2% | +425.3% | +337.2% |
| All | +1,645.7% | +169.8% | +1,476.0% | +942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling