+593.1%
MA vs HCA
+675.7%
-82.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | +9.6% | +6.1% | +3.5% | +7.2% |
| 3M | +16.8% | +21.4% | -4.6% | +8.7% |
| 6M | +35.2% | +17.2% | +18.0% | +26.8% |
| YTD | +16.6% | +7.5% | +9.1% | +11.6% |
| 1Y | +19.8% | +6.2% | +13.6% | +15.1% |
| 3Y | +70.7% | +122.0% | -51.3% | +20.5% |
| 5Y | +87.4% | +112.2% | -24.8% | +30.3% |
| All | +593.1% | +675.7% | -82.6% | +215.5% |
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