+498.2%
HCA vs ELV
+280.2%
+218.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.4% | +3.2% | +2.2% | +4.0% |
| 30D | +3.0% | +5.4% | -2.4% | +0.7% |
| 3M | +13.0% | +5.4% | +7.7% | +9.7% |
| 6M | -20.3% | +45.7% | -66.0% | -32.8% |
| YTD | -8.2% | +21.2% | -29.4% | -18.0% |
| 1Y | +6.7% | +35.6% | -28.9% | -9.8% |
| 3Y | +60.4% | -2.0% | +62.4% | +51.0% |
| 5Y | +73.4% | +26.0% | +47.4% | +39.2% |
| All | +498.2% | +280.2% | +218.0% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling