+1,731.8%
HCA vs ELV
+626.8%
+1,105.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.4% |
| 7D | +4.9% | -2.2% | +7.1% | +5.8% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +12.7% | -6.1% | +18.8% | +14.7% |
| 6M | -22.3% | +42.8% | -65.2% | -33.9% |
| YTD | -9.3% | +14.4% | -23.7% | -16.9% |
| 1Y | +2.7% | +28.6% | -25.9% | -10.9% |
| 3Y | +57.8% | -7.4% | +65.2% | +52.1% |
| 5Y | +70.3% | +14.5% | +55.9% | +45.1% |
| 10Y | +499.7% | +257.4% | +242.2% | +203.9% |
| All | +1,731.8% | +626.8% | +1,105.0% | +586.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling