+205.9%
MCD vs HCA
+667.8%
-461.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | +16.6% | +10.3% | +6.3% | +13.4% |
| 3M | +0.9% | +23.2% | -22.3% | -4.9% |
| 6M | +1.5% | +19.1% | -17.7% | -3.8% |
| YTD | -8.3% | +9.0% | -17.3% | -11.5% |
| 1Y | -8.1% | +10.2% | -18.3% | -11.7% |
| 3Y | +10.3% | +122.4% | -112.1% | -14.8% |
| 5Y | +23.4% | +116.3% | -92.9% | -6.9% |
| 10Y | +205.9% | +686.6% | -480.6% | +59.3% |
| All | +205.9% | +667.8% | -461.9% | +59.3% |
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