+45.3%
MO vs HCA
+11.2%
+34.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.3% | -8.9% | -0.5% |
| 7D | +6.9% | +10.2% | -3.4% | +4.9% |
| 30D | +14.9% | +17.4% | -2.5% | +11.6% |
| 3M | +16.4% | +27.7% | -11.2% | +11.3% |
| 6M | +9.6% | +20.0% | -10.4% | +5.1% |
| YTD | +41.8% | +10.0% | +31.9% | +38.4% |
| 1Y | +45.3% | +9.0% | +36.3% | +41.4% |
| All | +45.3% | +11.2% | +34.1% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling