+70.3%
HCA vs M
+22.2%
+48.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.1% | +5.5% |
| 7D | +4.9% | -4.1% | +9.0% | +5.4% |
| 30D | +1.9% | -13.6% | +15.5% | +3.7% |
| 3M | +12.7% | -2.3% | +15.0% | +12.7% |
| 6M | -22.3% | +21.9% | -44.3% | -24.8% |
| YTD | -9.3% | -0.6% | -8.7% | -10.0% |
| 1Y | +2.7% | +29.7% | -27.0% | -1.8% |
| 3Y | +57.8% | +107.3% | -49.5% | +34.1% |
| 5Y | +70.3% | +20.5% | +49.8% | +50.4% |
| All | +70.3% | +22.2% | +48.1% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling