+496.2%
HCA vs ELF
+317.0%
+179.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.5% |
| 7D | +4.9% | -6.8% | +11.7% | +5.8% |
| 30D | +1.9% | +5.1% | -3.2% | +1.1% |
| 3M | +12.7% | +79.8% | -67.0% | +3.8% |
| 6M | -22.3% | +29.7% | -52.1% | -25.7% |
| YTD | -9.3% | +31.6% | -40.9% | -14.2% |
| 1Y | +2.7% | -27.9% | +30.6% | +4.1% |
| 3Y | +57.8% | -26.4% | +84.3% | +47.9% |
| 5Y | +70.3% | +235.6% | -165.3% | +10.7% |
| All | +496.2% | +317.0% | +179.2% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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