+2,071.1%
HCA vs M
+83.3%
+1,987.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +0.8% | +7.0% | -6.2% | -0.6% |
| 30D | +6.1% | +8.9% | -2.8% | +4.1% |
| 3M | +21.4% | +4.5% | +16.9% | +19.9% |
| 6M | +17.2% | +36.2% | -19.0% | +8.7% |
| YTD | +7.5% | +15.1% | -7.7% | +2.7% |
| 1Y | +6.2% | +27.4% | -21.3% | -0.9% |
| 3Y | +122.0% | +160.1% | -38.1% | +65.8% |
| 5Y | +112.2% | -1.6% | +113.7% | +87.1% |
| 10Y | +675.7% | -7.7% | +683.4% | +446.3% |
| All | +2,071.1% | +83.3% | +1,987.8% | +918.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling