+6.7%
HCA vs EOSE
-42.0%
+48.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | +5.4% | +1.8% | +3.6% | +5.5% |
| 30D | +3.0% | -6.8% | +9.8% | +2.9% |
| 3M | +13.0% | -36.3% | +49.3% | +12.3% |
| 6M | -20.3% | -38.8% | +18.5% | -20.9% |
| YTD | -8.2% | -65.5% | +57.3% | -10.3% |
| 1Y | +6.7% | -45.3% | +52.0% | +3.7% |
| All | +6.7% | -42.0% | +48.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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