+498.2%
HCA vs ESI
+312.8%
+185.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +5.4% | -4.6% | +10.1% | +7.0% |
| 30D | +3.0% | -10.5% | +13.5% | +6.4% |
| 3M | +13.0% | -19.8% | +32.8% | +19.3% |
| 6M | -20.3% | +5.8% | -26.1% | -25.0% |
| YTD | -8.2% | +38.3% | -46.5% | -22.8% |
| 1Y | +6.7% | +31.5% | -24.8% | -9.3% |
| 3Y | +60.4% | +80.7% | -20.3% | +14.6% |
| 5Y | +73.4% | +69.4% | +4.0% | +23.8% |
| All | +498.2% | +312.8% | +185.4% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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