+318.3%
MDLZ vs HCA
+1,648.5%
-1,330.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | -3.1% | +1.3% | -1.2% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +1.3% | +12.2% | -10.8% | -1.2% |
| 6M | +6.2% | -25.3% | +31.5% | +11.9% |
| YTD | +15.8% | -12.9% | +28.7% | +18.2% |
| 1Y | +4.1% | -0.9% | +5.1% | +3.5% |
| 3Y | -4.1% | +47.6% | -51.7% | -12.9% |
| 5Y | +13.4% | +67.0% | -53.6% | -1.3% |
| 10Y | +75.7% | +471.4% | -395.7% | +17.2% |
| All | +318.3% | +1,648.5% | -1,330.2% | +133.3% |
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