+2,823.0%
MA vs HCA
+2,065.5%
+757.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +7.9% | +8.7% | -0.8% | +5.1% |
| 3M | +16.8% | +21.0% | -4.2% | +10.0% |
| 6M | +31.0% | +17.0% | +14.0% | +24.1% |
| YTD | +15.0% | +7.8% | +7.2% | +10.9% |
| 1Y | +17.0% | +6.4% | +10.6% | +13.1% |
| 3Y | +68.5% | +120.0% | -51.6% | +27.3% |
| 5Y | +85.0% | +112.9% | -27.9% | +38.0% |
| 10Y | +561.3% | +678.2% | -116.9% | +234.6% |
| All | +2,823.0% | +2,065.5% | +757.5% | +981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling