+553.7%
MS vs HCA
+652.5%
-98.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | +9.0% | -8.2% | -2.4% |
| 30D | -0.7% | +11.8% | -12.5% | -5.0% |
| 3M | -12.4% | +22.1% | -34.4% | -19.0% |
| 6M | -1.7% | +16.4% | -18.1% | -8.3% |
| YTD | +8.0% | +8.6% | -0.6% | +2.6% |
| 1Y | +16.2% | +10.6% | +5.6% | +9.4% |
| 3Y | +171.3% | +121.7% | +49.6% | +84.8% |
| 5Y | +124.8% | +114.5% | +10.3% | +49.5% |
| 10Y | +553.7% | +657.1% | -103.4% | +171.7% |
| All | +553.7% | +652.5% | -98.8% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling