-0.9%
HCA vs EMB
+5.7%
-6.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -1.1% | -0.3% | -0.8% | -0.9% |
| 3M | +12.2% | -0.4% | +12.6% | +12.4% |
| 6M | -25.3% | +0.1% | -25.5% | -25.8% |
| YTD | -12.9% | +1.6% | -14.5% | -13.8% |
| 1Y | -0.9% | +5.6% | -6.5% | -1.2% |
| All | -0.9% | +5.7% | -6.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling