+1,645.7%
HCA vs EW
+476.5%
+1,169.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.4% |
| 7D | -2.8% | -4.4% | +1.6% | -1.4% |
| 30D | -2.7% | -3.3% | +0.6% | -1.8% |
| 3M | +11.5% | +1.0% | +10.5% | +11.0% |
| 6M | -24.3% | +6.2% | -30.5% | -26.2% |
| YTD | -13.6% | +1.7% | -15.3% | -14.8% |
| 1Y | -3.2% | +8.1% | -11.3% | -6.5% |
| 3Y | +50.4% | +17.1% | +33.3% | +34.4% |
| 5Y | +64.8% | -29.4% | +94.1% | +72.5% |
| 10Y | +456.5% | +121.7% | +334.8% | +306.9% |
| All | +1,645.7% | +476.5% | +1,169.3% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling