+72.8%
HCA vs EME
+575.5%
-502.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -3.0% | +0.8% |
| 7D | +5.4% | +3.5% | +1.9% | +4.9% |
| 30D | +3.0% | -6.3% | +9.3% | +3.8% |
| 3M | +13.0% | -3.8% | +16.8% | +13.1% |
| 6M | -20.3% | +8.5% | -28.8% | -22.1% |
| YTD | -8.2% | +27.8% | -36.0% | -13.2% |
| 1Y | +6.7% | +22.2% | -15.5% | +0.8% |
| 3Y | +60.4% | +253.5% | -193.1% | -0.6% |
| All | +72.8% | +575.5% | -502.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling