+72.8%
HCA vs MKTX
-60.5%
+133.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +3.0% | +0.7% | +2.2% | +2.9% |
| 3M | +13.0% | +40.8% | -27.8% | +7.4% |
| 6M | -20.3% | -8.0% | -12.3% | -19.3% |
| YTD | -8.2% | -8.7% | +0.5% | -7.1% |
| 1Y | +6.7% | -11.8% | +18.5% | +8.5% |
| 3Y | +60.4% | -24.0% | +84.4% | +62.4% |
| All | +72.8% | -60.5% | +133.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling