+17.6%
MDLZ vs HCA
+73.0%
-55.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.3% |
| 7D | 0.0% | +4.9% | -5.0% | -1.0% |
| 30D | +1.4% | +1.9% | -0.4% | +1.0% |
| 3M | 0.0% | +12.7% | -12.7% | -2.6% |
| 6M | +9.1% | -22.3% | +31.5% | +14.1% |
| YTD | +17.9% | -9.3% | +27.3% | +19.4% |
| 1Y | +3.2% | +2.7% | +0.5% | +1.8% |
| 3Y | -2.5% | +57.8% | -60.3% | -13.1% |
| 5Y | +17.6% | +70.3% | -52.8% | -1.4% |
| All | +17.6% | +73.0% | -55.4% | -1.4% |
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