+114.5%
HCA vs MSCI
+6.7%
+107.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.7% |
| 7D | +0.8% | +3.0% | -2.2% | -0.1% |
| 30D | +6.1% | +17.8% | -11.7% | +1.1% |
| 3M | +21.4% | +15.2% | +6.2% | +16.3% |
| 6M | +17.2% | +16.5% | +0.7% | +11.3% |
| YTD | +7.5% | +16.4% | -8.9% | +1.4% |
| 1Y | +6.2% | +16.8% | -10.6% | 0.0% |
| 3Y | +122.0% | +35.8% | +86.2% | +93.3% |
| All | +114.5% | +6.7% | +107.9% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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