+1,658.7%
HCA vs ES
+245.9%
+1,412.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -1.1% | -2.0% | +0.8% | -0.5% |
| 3M | +12.2% | +1.7% | +10.5% | +11.3% |
| 6M | -25.3% | -3.5% | -21.8% | -24.5% |
| YTD | -12.9% | +7.9% | -20.9% | -15.9% |
| 1Y | -0.9% | +17.2% | -18.1% | -8.1% |
| 3Y | +47.6% | +29.3% | +18.3% | +29.1% |
| 5Y | +67.0% | -5.7% | +72.7% | +65.4% |
| 10Y | +471.4% | +85.2% | +386.2% | +317.4% |
| All | +1,658.7% | +245.9% | +1,412.8% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling