+826.1%
MS vs HCA
+2,041.0%
-1,214.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.3% |
| 7D | -1.6% | +4.6% | -6.2% | -3.2% |
| 30D | -3.8% | +12.7% | -16.5% | -8.1% |
| 3M | -14.6% | +21.3% | -35.9% | -20.8% |
| 6M | -5.1% | +15.7% | -20.8% | -11.2% |
| YTD | +4.5% | +6.6% | -2.1% | 0.0% |
| 1Y | +13.5% | +5.7% | +7.8% | +8.7% |
| 3Y | +160.4% | +119.2% | +41.2% | +82.5% |
| 5Y | +112.9% | +107.9% | +5.0% | +47.4% |
| 10Y | +633.4% | +610.7% | +22.7% | +200.0% |
| All | +826.1% | +2,041.0% | -1,214.9% | +124.8% |
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