+71.1%
HCA vs ENB
+61.9%
+9.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.5% |
| 7D | +2.9% | -4.6% | +7.5% | +4.9% |
| 30D | +2.4% | -5.2% | +7.6% | +4.6% |
| 3M | +13.0% | -13.4% | +26.4% | +19.8% |
| 6M | -21.4% | -7.8% | -13.6% | -19.3% |
| YTD | -9.5% | +4.9% | -14.4% | -12.9% |
| 1Y | +7.5% | +3.2% | +4.3% | +4.1% |
| 3Y | +57.6% | +71.0% | -13.4% | +15.3% |
| 5Y | +71.1% | +64.0% | +7.1% | +35.2% |
| All | +71.1% | +61.9% | +9.2% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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