+499.0%
MA vs HCA
+503.4%
-4.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | +2.9% | -6.4% | -4.5% |
| 30D | +0.7% | +2.4% | -1.7% | -0.3% |
| 3M | +15.8% | +13.0% | +2.7% | +10.3% |
| 6M | +10.2% | -21.4% | +31.6% | +18.6% |
| YTD | -0.5% | -9.5% | +9.0% | +1.4% |
| 1Y | -1.8% | +7.5% | -9.3% | -6.2% |
| 3Y | +38.7% | +57.6% | -18.9% | +12.0% |
| 5Y | +67.6% | +71.1% | -3.5% | +27.1% |
| All | +499.0% | +503.4% | -4.4% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 10y: compounded portfolio wealth divided by compounded HCA 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…
10y analysis · Full analysis span regression · 6 months rolling