+70.3%
HCA vs ES
-4.5%
+74.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.5% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +1.9% | -1.0% | +2.9% | +2.2% |
| 3M | +12.7% | +1.5% | +11.3% | +12.0% |
| 6M | -22.3% | -3.5% | -18.9% | -21.6% |
| YTD | -9.3% | +7.0% | -16.3% | -12.0% |
| 1Y | +2.7% | +15.3% | -12.6% | -4.2% |
| 3Y | +57.8% | +30.2% | +27.6% | +37.5% |
| 5Y | +70.3% | -4.3% | +74.6% | +72.5% |
| All | +70.3% | -4.5% | +74.9% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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