+70.3%
HCA vs MSCI
-11.2%
+81.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.8% |
| 7D | +4.9% | -1.1% | +6.0% | +5.2% |
| 30D | +1.9% | -1.2% | +3.0% | +2.2% |
| 3M | +12.7% | -8.4% | +21.1% | +15.2% |
| 6M | -22.3% | -1.0% | -21.3% | -22.7% |
| YTD | -9.3% | -2.3% | -7.1% | -9.9% |
| 1Y | +2.7% | -1.2% | +3.9% | +1.4% |
| 3Y | +57.8% | +7.9% | +49.9% | +48.0% |
| 5Y | +70.3% | -10.1% | +80.4% | +55.2% |
| All | +70.3% | -11.2% | +81.5% | +55.2% |
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