+19.4%
MCD vs HCA
+73.0%
-53.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.9% |
| 7D | -2.9% | +4.9% | -7.8% | -3.8% |
| 30D | -6.7% | +1.9% | -8.6% | -7.1% |
| 3M | -9.6% | +12.7% | -22.3% | -11.9% |
| 6M | -22.3% | -22.3% | 0.0% | -18.7% |
| YTD | -15.4% | -9.3% | -6.1% | -14.4% |
| 1Y | -16.8% | +2.7% | -19.5% | -18.1% |
| 3Y | -2.4% | +57.8% | -60.2% | -12.9% |
| 5Y | +19.4% | +70.3% | -51.0% | +1.7% |
| All | +19.4% | +73.0% | -53.7% | +1.7% |
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