+2,071.1%
HCA vs MSCI
+2,062.8%
+8.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.8% |
| 7D | +0.8% | +3.0% | -2.2% | -0.3% |
| 30D | +6.1% | +17.8% | -11.7% | -0.2% |
| 3M | +21.4% | +15.2% | +6.2% | +15.0% |
| 6M | +17.2% | +16.5% | +0.7% | +9.8% |
| YTD | +7.5% | +16.4% | -8.9% | -0.3% |
| 1Y | +6.2% | +16.8% | -10.6% | -1.6% |
| 3Y | +122.0% | +35.8% | +86.2% | +88.2% |
| 5Y | +112.2% | +7.0% | +105.2% | +91.8% |
| 10Y | +675.7% | +818.6% | -142.9% | +173.5% |
| All | +2,071.1% | +2,062.8% | +8.3% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling