+823.4%
HCA vs ESI
+226.4%
+597.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -2.8% | +5.4% | -8.2% | -4.1% |
| 30D | -2.7% | -4.2% | +1.4% | -1.9% |
| 3M | +11.5% | -9.6% | +21.1% | +12.8% |
| 6M | -24.3% | +18.3% | -42.6% | -29.6% |
| YTD | -13.6% | +45.8% | -59.4% | -24.8% |
| 1Y | -3.2% | +39.2% | -42.3% | -15.1% |
| 3Y | +50.4% | +86.3% | -35.9% | +18.0% |
| 5Y | +64.8% | +76.2% | -11.4% | +29.4% |
| 10Y | +456.5% | +306.8% | +149.8% | +235.9% |
| All | +823.4% | +226.4% | +597.0% | +584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling