+806.9%
MS vs HCA
+460.3%
+346.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +2.5% | -2.8% | +5.3% | +3.5% |
| 30D | 0.0% | -2.7% | +2.7% | +0.9% |
| 3M | +2.4% | +11.5% | -9.0% | -2.3% |
| 6M | +36.4% | -24.3% | +60.7% | +49.5% |
| YTD | +23.8% | -13.6% | +37.4% | +28.4% |
| 1Y | +48.6% | -3.2% | +51.8% | +46.8% |
| 3Y | +179.1% | +50.4% | +128.7% | +124.1% |
| 5Y | +144.8% | +64.8% | +80.0% | +82.6% |
| All | +806.9% | +460.3% | +346.6% | +336.1% |
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