+498.2%
HCA vs EMB
+30.3%
+467.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.5% |
| 7D | +5.4% | -1.2% | +6.6% | +7.0% |
| 30D | +3.0% | -1.3% | +4.2% | +4.6% |
| 3M | +13.0% | -1.8% | +14.8% | +15.6% |
| 6M | -20.3% | +0.2% | -20.5% | -20.6% |
| YTD | -8.2% | +0.4% | -8.6% | -8.8% |
| 1Y | +6.7% | +2.8% | +3.9% | +2.7% |
| 3Y | +60.4% | +29.1% | +31.2% | +13.9% |
| 5Y | +73.4% | +6.3% | +67.2% | +64.6% |
| All | +498.2% | +30.3% | +467.8% | +331.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling