-0.9%
HCA vs EW
+11.0%
-11.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.0% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | -1.1% | +1.0% | -2.2% | -1.3% |
| 3M | +12.2% | +2.8% | +9.4% | +11.8% |
| 6M | -25.3% | +5.5% | -30.8% | -25.3% |
| YTD | -12.9% | +5.5% | -18.4% | -12.5% |
| 1Y | -0.9% | +11.0% | -12.0% | -3.9% |
| All | -0.9% | +11.0% | -11.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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