+1,731.8%
HCA vs MTB
+314.7%
+1,417.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.5% |
| 30D | +1.9% | -4.6% | +6.5% | +3.8% |
| 3M | +12.7% | +6.3% | +6.5% | +10.1% |
| 6M | -22.3% | +15.6% | -37.9% | -26.7% |
| YTD | -9.3% | +20.6% | -29.9% | -16.0% |
| 1Y | +2.7% | +22.5% | -19.8% | -5.8% |
| 3Y | +57.8% | +114.4% | -56.6% | +10.3% |
| 5Y | +70.3% | +101.9% | -31.6% | +17.1% |
| 10Y | +499.7% | +170.4% | +329.2% | +227.9% |
| All | +1,731.8% | +314.7% | +1,417.0% | +634.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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