+115.1%
HCA vs ES
+5.1%
+110.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +10.3% | +6.7% | +3.6% | +7.7% |
| 3M | +23.2% | +0.3% | +22.9% | +22.8% |
| 6M | +19.1% | +7.4% | +11.7% | +15.7% |
| YTD | +9.0% | +8.4% | +0.6% | +5.1% |
| 1Y | +10.2% | +0.6% | +9.6% | +8.7% |
| 3Y | +122.4% | +50.6% | +71.8% | +80.1% |
| All | +115.1% | +5.1% | +110.1% | +114.2% |
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