+255.6%
MMM vs HCA
+1,648.5%
-1,393.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -3.3% | -3.1% | -0.2% | -2.6% |
| 30D | -7.0% | -1.1% | -5.9% | -6.8% |
| 3M | +10.8% | +12.2% | -1.3% | +7.3% |
| 6M | +5.8% | -25.3% | +31.1% | +13.1% |
| YTD | +6.8% | -12.9% | +19.7% | +9.6% |
| 1Y | +10.4% | -0.9% | +11.3% | +9.4% |
| 3Y | +104.7% | +47.6% | +57.1% | +80.9% |
| 5Y | +23.6% | +67.0% | -43.4% | +3.8% |
| 10Y | +54.1% | +471.4% | -417.3% | -5.2% |
| All | +255.6% | +1,648.5% | -1,393.0% | +62.0% |
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