+51.0%
HCA vs M
+115.8%
-64.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -2.8% | +2.4% | -5.2% | -3.0% |
| 30D | -2.7% | -11.6% | +8.9% | -1.9% |
| 3M | +11.5% | +1.6% | +9.9% | +11.2% |
| 6M | -24.3% | +25.2% | -49.5% | -25.8% |
| YTD | -13.6% | +3.8% | -17.3% | -14.2% |
| 1Y | -3.2% | +36.3% | -39.5% | -5.9% |
| All | +51.0% | +115.8% | -64.8% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling