+437.7%
MCD vs HCA
+2,058.6%
-1,620.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 6M | 0.0% | +17.2% | -17.2% | -3.7% |
| YTD | -9.3% | +7.5% | -16.7% | -11.4% |
| 1Y | -9.3% | +6.2% | -15.5% | -11.3% |
| 3Y | +8.6% | +122.0% | -113.4% | -10.3% |
| 5Y | +21.9% | +112.2% | -90.3% | -0.4% |
| 10Y | +202.8% | +675.7% | -472.9% | +89.1% |
| All | +437.7% | +2,058.6% | -1,620.9% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling