-9.3%
MCD vs HCA
+7.0%
-16.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | +0.8% | -2.5% | -1.8% |
| 30D | +14.1% | +6.1% | +8.0% | +12.6% |
| 3M | +0.6% | +21.4% | -20.8% | -2.8% |
| 6M | 0.0% | +17.2% | -17.2% | -3.9% |
| YTD | -9.3% | +7.5% | -16.7% | -12.0% |
| 1Y | -9.3% | +6.2% | -15.5% | -11.9% |
| All | -9.3% | +7.0% | -16.3% | -11.9% |
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 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