-3.9%
MCD vs HCA
+11.2%
-15.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.3% | -3.8% | +4.4% |
| 7D | +11.9% | +10.2% | +1.6% | +9.6% |
| 30D | +20.2% | +17.4% | +2.8% | +16.6% |
| 3M | +5.2% | +27.7% | -22.5% | +0.6% |
| 6M | 0.0% | +20.0% | -20.0% | -4.3% |
| YTD | -6.5% | +10.0% | -16.5% | -9.7% |
| 1Y | -3.9% | +9.0% | -13.0% | -7.2% |
| All | -3.9% | +11.2% | -15.1% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling