+1,731.8%
HCA vs ENB
+261.4%
+1,470.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +1.9% | -1.1% | +3.0% | +2.3% |
| 3M | +12.7% | -8.5% | +21.2% | +16.9% |
| 6M | -22.3% | -4.5% | -17.8% | -21.3% |
| YTD | -9.3% | +9.1% | -18.4% | -13.7% |
| 1Y | +2.7% | +8.0% | -5.2% | -1.8% |
| 3Y | +57.8% | +77.8% | -20.0% | +18.9% |
| 5Y | +70.3% | +69.4% | +1.0% | +30.9% |
| 10Y | +499.7% | +100.5% | +399.2% | +309.7% |
| All | +1,731.8% | +261.4% | +1,470.4% | +772.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling