+365.2%
MDLZ vs HCA
+2,058.6%
-1,693.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +7.9% | +6.1% | +1.9% | +6.6% |
| 3M | +7.3% | +21.4% | -14.2% | +3.1% |
| 6M | +11.7% | +17.2% | -5.5% | +7.8% |
| YTD | +28.7% | +7.5% | +21.3% | +26.0% |
| 1Y | +22.8% | +6.2% | +16.6% | +20.3% |
| 3Y | +6.6% | +122.0% | -115.4% | -10.6% |
| 5Y | +23.2% | +112.2% | -89.0% | +2.3% |
| 10Y | +108.7% | +675.7% | -567.0% | +31.4% |
| All | +365.2% | +2,058.6% | -1,693.4% | +148.7% |
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 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