+1,658.7%
HCA vs MAS
+674.7%
+984.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | -1.1% | -5.6% | +4.4% | +0.8% |
| 3M | +12.2% | +4.4% | +7.7% | +9.5% |
| 6M | -25.3% | +7.2% | -32.5% | -28.2% |
| YTD | -12.9% | +16.1% | -29.1% | -19.4% |
| 1Y | -0.9% | +0.1% | -1.0% | -3.3% |
| 3Y | +47.6% | +28.3% | +19.3% | +27.6% |
| 5Y | +67.0% | +30.5% | +36.5% | +40.7% |
| 10Y | +471.4% | +139.1% | +332.3% | +276.3% |
| All | +1,658.7% | +674.7% | +984.0% | +567.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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