+71.1%
HCA vs EW
-29.2%
+100.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.9% | -3.4% | +6.3% | +3.7% |
| 30D | +2.4% | -7.4% | +9.7% | +4.2% |
| 3M | +13.0% | +0.9% | +12.1% | +12.7% |
| 6M | -21.4% | +1.2% | -22.5% | -21.9% |
| YTD | -9.5% | +1.8% | -11.2% | -10.3% |
| 1Y | +7.5% | +10.8% | -3.3% | +4.2% |
| 3Y | +57.6% | +17.1% | +40.4% | +42.3% |
| 5Y | +71.1% | -28.2% | +99.3% | +84.0% |
| All | +71.1% | -29.2% | +100.3% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling