+1,658.7%
HCA vs M
+69.6%
+1,589.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -3.1% | +4.7% | -7.8% | -4.0% |
| 30D | -1.1% | -9.6% | +8.5% | +0.9% |
| 3M | +12.2% | +0.9% | +11.3% | +11.4% |
| 6M | -25.3% | +22.3% | -47.6% | -29.1% |
| YTD | -12.9% | +6.5% | -19.5% | -15.2% |
| 1Y | -0.9% | +38.8% | -39.7% | -9.2% |
| 3Y | +47.6% | +115.9% | -68.3% | +14.9% |
| 5Y | +67.0% | +28.6% | +38.3% | +36.0% |
| 10Y | +471.4% | -2.5% | +474.0% | +292.3% |
| All | +1,658.7% | +69.6% | +1,589.1% | +740.7% |
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