+498.2%
HCA vs ETR
+296.9%
+201.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +5.4% | -1.8% | +7.2% | +6.3% |
| 30D | +3.0% | -1.8% | +4.7% | +3.7% |
| 3M | +13.0% | -3.6% | +16.6% | +14.6% |
| 6M | -20.3% | +2.6% | -22.9% | -21.9% |
| YTD | -8.2% | +16.0% | -24.3% | -15.3% |
| 1Y | +6.7% | +20.1% | -13.4% | -3.4% |
| 3Y | +60.4% | +143.6% | -83.2% | -2.8% |
| 5Y | +73.4% | +124.4% | -50.9% | +8.4% |
| All | +498.2% | +296.9% | +201.3% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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