+177.5%
MCD vs HCA
+503.4%
-325.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -2.5% | +2.9% | -5.5% | -3.3% |
| 30D | -7.0% | +2.4% | -9.4% | -7.7% |
| 3M | -9.8% | +13.0% | -22.8% | -13.0% |
| 6M | -21.8% | -21.4% | -0.4% | -17.1% |
| YTD | -15.6% | -9.5% | -6.1% | -14.2% |
| 1Y | -15.2% | +7.5% | -22.7% | -18.0% |
| 3Y | -2.6% | +57.6% | -60.2% | -16.8% |
| 5Y | +18.9% | +71.1% | -52.2% | -3.7% |
| All | +177.5% | +503.4% | -325.9% | +54.8% |
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