+274.1%
HCA vs EQX
+232.0%
+42.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.2% |
| 7D | +5.4% | -3.2% | +8.6% | +5.7% |
| 30D | +3.0% | +7.8% | -4.8% | +2.3% |
| 3M | +13.0% | +21.3% | -8.3% | +11.1% |
| 6M | -20.3% | -22.4% | +2.2% | -19.2% |
| YTD | -8.2% | -11.3% | +3.1% | -8.4% |
| 1Y | +6.7% | +13.5% | -6.8% | +3.9% |
| 3Y | +60.4% | +162.1% | -101.8% | +41.0% |
| 5Y | +73.4% | +84.2% | -10.8% | +52.7% |
| All | +274.1% | +232.0% | +42.0% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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