+968.2%
MAR vs HCA
+1,635.7%
-667.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -1.7% | -2.8% | +1.1% | -0.7% |
| 30D | -6.9% | -2.7% | -4.2% | -6.0% |
| 3M | -15.8% | +11.5% | -27.3% | -19.7% |
| 6M | +1.9% | -24.3% | +26.2% | +12.3% |
| YTD | +6.6% | -13.6% | +20.2% | +11.0% |
| 1Y | +23.7% | -3.2% | +26.9% | +22.9% |
| 3Y | +64.6% | +50.4% | +14.2% | +33.4% |
| 5Y | +156.4% | +64.8% | +91.6% | +94.0% |
| 10Y | +415.4% | +456.5% | -41.2% | +143.2% |
| All | +968.2% | +1,635.7% | -667.5% | +226.9% |
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