+1,754.0%
HCA vs MDY
+373.5%
+1,380.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | +5.4% | -1.9% | +7.3% | +7.0% |
| 30D | +3.0% | -4.6% | +7.6% | +7.1% |
| 3M | +13.0% | -1.2% | +14.3% | +13.8% |
| 6M | -20.3% | +9.2% | -29.5% | -26.6% |
| YTD | -8.2% | +13.1% | -21.3% | -18.3% |
| 1Y | +6.7% | +13.0% | -6.3% | -5.4% |
| 3Y | +60.4% | +49.2% | +11.2% | +6.9% |
| 5Y | +73.4% | +47.2% | +26.2% | +15.8% |
| 10Y | +506.9% | +176.0% | +331.0% | +127.7% |
| All | +1,754.0% | +373.5% | +1,380.4% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling