+855.0%
MS vs HCA
+2,083.8%
-1,228.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.4% |
| 7D | +0.7% | +7.9% | -7.2% | -2.1% |
| 30D | -0.9% | +11.9% | -12.9% | -5.1% |
| 3M | -13.0% | +22.4% | -35.4% | -19.5% |
| 6M | -2.0% | +16.5% | -18.4% | -8.5% |
| YTD | +7.8% | +8.7% | -0.9% | +2.4% |
| 1Y | +17.9% | +6.7% | +11.2% | +12.5% |
| 3Y | +174.8% | +127.0% | +47.8% | +90.0% |
| 5Y | +119.9% | +113.9% | +6.0% | +50.7% |
| 10Y | +578.8% | +656.7% | -77.9% | +173.5% |
| All | +855.0% | +2,083.8% | -1,228.9% | +130.2% |
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