+9.0%
HCA vs MTUM
+9.7%
-0.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.0% | +12.3% | +10.0% |
| 7D | +10.2% | -10.1% | +20.3% | +8.3% |
| 30D | +17.4% | -15.6% | +33.0% | +14.2% |
| 3M | +27.7% | -12.7% | +40.4% | +24.8% |
| 6M | +20.0% | -3.7% | +23.7% | +15.4% |
| YTD | +10.0% | +9.4% | +0.5% | +4.3% |
| 1Y | +9.0% | +10.2% | -1.2% | +3.3% |
| All | +9.0% | +9.7% | -0.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling