+25.2%
MCD vs HCA
+114.7%
-89.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +9.0% | -1.7% | +5.4% |
| 30D | +20.0% | +11.8% | +8.1% | +17.2% |
| 3M | +3.8% | +22.1% | -18.2% | -0.4% |
| 6M | +3.8% | +16.4% | -12.6% | +0.2% |
| YTD | -5.9% | +8.6% | -14.5% | -8.3% |
| 1Y | -3.2% | +10.6% | -13.8% | -6.1% |
| 3Y | +13.3% | +121.7% | -108.4% | -5.5% |
| 5Y | +25.2% | +114.5% | -89.2% | +0.7% |
| All | +25.2% | +114.7% | -89.4% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling