+97.9%
MMM vs HCA
+57.7%
+40.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -2.9% |
| 7D | -2.6% | +4.9% | -7.5% | -3.6% |
| 30D | -9.3% | +1.9% | -11.2% | -9.7% |
| 3M | +5.6% | +12.7% | -7.2% | +2.6% |
| 6M | +9.5% | -22.3% | +31.8% | +15.0% |
| YTD | +4.1% | -9.3% | +13.5% | +5.4% |
| 1Y | +9.4% | +2.7% | +6.6% | +7.1% |
| All | +97.9% | +57.7% | +40.2% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling