-16.0%
MCD vs HCA
+8.6%
-24.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.2% | +5.4% | -6.7% | -2.1% |
| 30D | -7.8% | +3.0% | -10.7% | -8.2% |
| 3M | -10.7% | +13.0% | -23.7% | -12.4% |
| 6M | -21.3% | -20.3% | -1.0% | -20.1% |
| YTD | -15.8% | -8.2% | -7.5% | -15.9% |
| 1Y | -16.0% | +6.7% | -22.7% | -19.1% |
| All | -16.0% | +8.6% | -24.6% | -19.1% |
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