+21.9%
HCA vs MULL
+2,620.5%
-2,598.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.4% | -0.5% | +5.0% |
| 7D | +4.9% | +14.8% | -9.9% | +5.0% |
| 30D | +1.9% | +36.6% | -34.7% | +2.2% |
| 3M | +12.7% | -8.9% | +21.6% | +12.7% |
| 6M | -22.3% | +311.9% | -334.3% | -25.4% |
| YTD | -9.3% | +579.8% | -589.2% | -13.5% |
| 1Y | +2.7% | +2,421.5% | -2,418.8% | -4.8% |
| All | +21.9% | +2,620.5% | -2,598.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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