+2,490.4%
MA vs HCA
+1,648.5%
+841.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | +1.5% | -1.1% | +2.7% | +1.8% |
| 3M | +20.4% | +12.2% | +8.3% | +15.8% |
| 6M | +11.1% | -25.3% | +36.5% | +20.4% |
| YTD | +2.0% | -12.9% | +14.9% | +5.0% |
| 1Y | -2.2% | -0.9% | -1.2% | -3.5% |
| 3Y | +41.9% | +47.6% | -5.7% | +21.2% |
| 5Y | +75.4% | +67.0% | +8.4% | +40.8% |
| 10Y | +527.5% | +471.4% | +56.1% | +245.1% |
| All | +2,490.4% | +1,648.5% | +841.9% | +923.4% |
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