+122.0%
HCA vs EW
+62.8%
+59.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +0.8% | +4.9% | -4.1% | +0.2% |
| 30D | +6.1% | +23.9% | -17.9% | +3.6% |
| 3M | +21.4% | +15.8% | +5.7% | +19.3% |
| 6M | +17.2% | +31.7% | -14.5% | +13.8% |
| YTD | +7.5% | +25.7% | -18.2% | +4.7% |
| 1Y | +6.2% | +24.4% | -18.3% | +3.5% |
| 3Y | +122.0% | +65.9% | +56.1% | +94.4% |
| All | +122.0% | +62.8% | +59.2% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling