+81.8%
MDLZ vs HCA
+503.4%
-421.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | +2.9% | -1.3% | +1.0% |
| 30D | +1.1% | +2.4% | -1.3% | +0.5% |
| 3M | -1.8% | +13.0% | -14.9% | -4.7% |
| 6M | +12.3% | -21.4% | +33.7% | +17.5% |
| YTD | +18.0% | -9.5% | +27.5% | +19.7% |
| 1Y | +3.8% | +7.5% | -3.7% | +1.3% |
| 3Y | -2.4% | +57.6% | -60.0% | -13.6% |
| 5Y | +18.4% | +71.1% | -52.7% | +0.7% |
| All | +81.8% | +503.4% | -421.6% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling