+60.4%
HCA vs MDY
+48.5%
+11.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +5.4% | -1.9% | +7.3% | +6.1% |
| 30D | +3.0% | -4.6% | +7.6% | +4.7% |
| 3M | +13.0% | -1.2% | +14.3% | +13.4% |
| 6M | -20.3% | +9.2% | -29.5% | -23.1% |
| YTD | -8.2% | +13.1% | -21.3% | -12.9% |
| 1Y | +6.7% | +13.0% | -6.3% | +1.1% |
| 3Y | +60.4% | +49.2% | +11.2% | +26.1% |
| All | +60.4% | +48.5% | +11.9% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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