+51.2%
MMM vs HCA
+503.4%
-452.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.2% | +2.9% | -6.2% | -4.1% |
| 30D | -10.7% | +2.4% | -13.1% | -11.4% |
| 3M | +4.3% | +13.0% | -8.8% | +0.2% |
| 6M | +5.9% | -21.4% | +27.3% | +12.7% |
| YTD | +3.2% | -9.5% | +12.6% | +5.0% |
| 1Y | +8.0% | +7.5% | +0.5% | +4.2% |
| 3Y | +99.1% | +57.6% | +41.5% | +68.3% |
| 5Y | +25.7% | +71.1% | -45.4% | +1.1% |
| All | +51.2% | +503.4% | -452.2% | -13.4% |
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 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