+144.8%
MS vs HCA
+66.8%
+78.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | +2.5% | -2.8% | +5.3% | +3.2% |
| 30D | 0.0% | -2.7% | +2.7% | +0.6% |
| 3M | +2.4% | +11.5% | -9.0% | -0.9% |
| 6M | +36.4% | -24.3% | +60.7% | +46.1% |
| YTD | +23.8% | -13.6% | +37.4% | +27.3% |
| 1Y | +48.6% | -3.2% | +51.8% | +47.2% |
| 3Y | +179.1% | +50.4% | +128.7% | +133.4% |
| 5Y | +144.8% | +64.8% | +80.0% | +87.9% |
| All | +144.8% | +66.8% | +78.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling