+72.8%
HCA vs ETR
+122.3%
-49.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +5.4% | -1.8% | +7.2% | +6.0% |
| 30D | +3.0% | -1.8% | +4.7% | +3.4% |
| 3M | +13.0% | -3.6% | +16.6% | +14.1% |
| 6M | -20.3% | +2.6% | -22.9% | -21.3% |
| YTD | -8.2% | +16.0% | -24.3% | -13.0% |
| 1Y | +6.7% | +20.1% | -13.4% | -0.1% |
| 3Y | +60.4% | +143.6% | -83.2% | +10.8% |
| All | +72.8% | +122.3% | -49.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling