+6.7%
HCA vs EW
+7.8%
-1.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +1.7% |
| 7D | +5.4% | -6.2% | +11.6% | +6.3% |
| 30D | +3.0% | -9.3% | +12.3% | +4.4% |
| 3M | +13.0% | -1.6% | +14.6% | +13.5% |
| 6M | -20.3% | -0.8% | -19.4% | -19.4% |
| YTD | -8.2% | -1.0% | -7.2% | -7.0% |
| 1Y | +6.7% | +8.2% | -1.5% | +2.0% |
| All | +6.7% | +7.8% | -1.1% | +2.0% |
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