+1,645.7%
HCA vs EMB
+84.1%
+1,561.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | -2.7% | -0.5% | -2.3% | -2.2% |
| 3M | +11.5% | +0.3% | +11.2% | +11.1% |
| 6M | -24.3% | +1.2% | -25.5% | -25.4% |
| YTD | -13.6% | +1.5% | -15.1% | -15.1% |
| 1Y | -3.2% | +4.8% | -8.0% | -8.5% |
| 3Y | +50.4% | +30.4% | +20.1% | +9.8% |
| 5Y | +64.8% | +7.3% | +57.5% | +52.8% |
| 10Y | +456.5% | +29.7% | +426.8% | +317.9% |
| All | +1,645.7% | +84.1% | +1,561.7% | +931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling