+490.2%
HCA vs M
-10.0%
+500.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.5% | +0.7% |
| 7D | +2.9% | -8.8% | +11.7% | +4.6% |
| 30D | +2.4% | -16.4% | +18.8% | +5.8% |
| 3M | +13.0% | -10.8% | +23.9% | +15.0% |
| 6M | -21.4% | +16.1% | -37.5% | -24.3% |
| YTD | -9.5% | -5.3% | -4.2% | -9.7% |
| 1Y | +7.5% | +24.9% | -17.3% | +1.2% |
| 3Y | +57.6% | +97.5% | -40.0% | +27.1% |
| 5Y | +71.1% | +20.4% | +50.7% | +43.4% |
| All | +490.2% | -10.0% | +500.1% | +277.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling