+6.7%
HCA vs ESI
+34.2%
-27.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +5.4% | -4.6% | +10.1% | +5.1% |
| 30D | +3.0% | -10.5% | +13.5% | +2.3% |
| 3M | +13.0% | -19.8% | +32.8% | +11.5% |
| 6M | -20.3% | +5.8% | -26.1% | -21.2% |
| YTD | -8.2% | +38.3% | -46.5% | -10.2% |
| 1Y | +6.7% | +31.5% | -24.8% | +4.0% |
| All | +6.7% | +34.2% | -27.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling