+9.0%
HCA vs EME
-3.1%
+12.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.6% | +20.0% | +9.5% |
| 7D | +10.2% | -5.8% | +16.0% | +9.6% |
| 30D | +17.4% | -17.9% | +35.3% | +16.1% |
| 3M | +27.7% | -22.0% | +49.7% | +26.1% |
| 6M | +20.0% | -29.7% | +49.7% | +21.3% |
| YTD | +10.0% | +4.7% | +5.3% | +8.4% |
| 1Y | +9.0% | -2.1% | +11.1% | +8.0% |
| All | +9.0% | -3.1% | +12.1% | +8.0% |
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