+498.2%
HCA vs EQIX
+246.8%
+251.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +3.0% | -2.5% | +5.5% | +3.7% |
| 3M | +13.0% | 0.0% | +13.1% | +12.6% |
| 6M | -20.3% | +7.6% | -27.9% | -22.5% |
| YTD | -8.2% | +37.5% | -45.7% | -17.9% |
| 1Y | +6.7% | +32.9% | -26.2% | -3.7% |
| 3Y | +60.4% | +42.8% | +17.6% | +37.7% |
| 5Y | +73.4% | +35.8% | +37.6% | +48.0% |
| All | +498.2% | +246.8% | +251.4% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling