+26.1%
MMM vs HCA
+73.0%
-46.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -3.1% |
| 7D | -2.6% | +4.9% | -7.5% | -3.8% |
| 30D | -9.3% | +1.9% | -11.2% | -9.8% |
| 3M | +5.6% | +12.7% | -7.2% | +2.1% |
| 6M | +9.5% | -22.3% | +31.8% | +16.1% |
| YTD | +4.1% | -9.3% | +13.5% | +5.7% |
| 1Y | +9.4% | +2.7% | +6.6% | +7.0% |
| 3Y | +101.0% | +57.8% | +43.1% | +71.6% |
| 5Y | +26.1% | +70.3% | -44.2% | +1.9% |
| All | +26.1% | +73.0% | -46.9% | +1.9% |
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