+71.1%
HCA vs ESI
+66.0%
+5.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.7% |
| 7D | +2.9% | -2.3% | +5.3% | +3.3% |
| 30D | +2.4% | -9.0% | +11.4% | +4.1% |
| 3M | +13.0% | -13.3% | +26.3% | +14.6% |
| 6M | -21.4% | +5.3% | -26.7% | -24.9% |
| YTD | -9.5% | +37.6% | -47.1% | -20.5% |
| 1Y | +7.5% | +33.6% | -26.1% | -5.4% |
| 3Y | +57.6% | +75.8% | -18.2% | +20.4% |
| 5Y | +71.1% | +68.6% | +2.5% | +30.0% |
| All | +71.1% | +66.0% | +5.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling