+1,754.0%
HCA vs MRSH
+709.1%
+1,044.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.4% | -4.8% | +10.2% | +8.7% |
| 30D | +3.0% | -6.3% | +9.3% | +7.3% |
| 3M | +13.0% | +5.8% | +7.2% | +8.5% |
| 6M | -20.3% | +2.8% | -23.1% | -22.6% |
| YTD | -8.2% | -3.1% | -5.1% | -8.3% |
| 1Y | +6.7% | -11.3% | +18.0% | +12.6% |
| 3Y | +60.4% | -5.0% | +65.4% | +58.2% |
| 5Y | +73.4% | +19.2% | +54.3% | +44.7% |
| 10Y | +506.9% | +217.4% | +289.5% | +163.2% |
| All | +1,754.0% | +709.1% | +1,044.8% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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