-0.9%
HCA vs EME
+19.7%
-20.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.0% |
| 30D | -1.1% | -8.3% | +7.1% | -1.3% |
| 3M | +12.2% | -10.7% | +22.9% | +13.0% |
| 6M | -25.3% | +1.9% | -27.2% | -25.3% |
| YTD | -12.9% | +23.5% | -36.4% | -12.6% |
| 1Y | -0.9% | +18.0% | -18.9% | +1.4% |
| All | -0.9% | +19.7% | -20.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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