+593.1%
MO vs HCA
+1,718.5%
-1,125.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -1.0% | +2.9% | -3.9% | -1.5% |
| 30D | +5.8% | +2.4% | +3.4% | +5.3% |
| 3M | -4.5% | +13.0% | -17.6% | -6.7% |
| 6M | +5.7% | -21.4% | +27.1% | +9.8% |
| YTD | +23.1% | -9.5% | +32.6% | +24.6% |
| 1Y | +10.9% | +7.5% | +3.4% | +8.8% |
| 3Y | +96.1% | +57.6% | +38.5% | +77.9% |
| 5Y | +100.1% | +71.1% | +29.0% | +75.8% |
| 10Y | +114.0% | +498.8% | -384.8% | +51.7% |
| All | +593.1% | +1,718.5% | -1,125.5% | +308.9% |
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 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