+12.7%
HCA vs MUZ
-58.8%
+71.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.8% | +5.3% |
| 7D | +4.9% | -16.3% | +21.2% | +6.1% |
| 30D | +1.9% | -36.4% | +38.2% | +4.7% |
| 3M | +12.7% | -62.9% | +75.6% | +16.3% |
| All | +12.7% | -58.8% | +71.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling