+878.4%
MSFT vs HCA
+511.6%
+366.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | -0.8% | +5.4% | -6.2% | -2.1% |
| 30D | +0.8% | +3.0% | -2.1% | 0.0% |
| 3M | +27.2% | +13.0% | +14.2% | +22.9% |
| 6M | +22.9% | -20.3% | +43.2% | +29.1% |
| YTD | +3.1% | -8.2% | +11.4% | +4.1% |
| 1Y | -0.3% | +6.7% | -7.0% | -3.5% |
| 3Y | +50.1% | +60.4% | -10.3% | +26.5% |
| 5Y | +74.6% | +73.4% | +1.2% | +40.5% |
| All | +878.4% | +511.6% | +366.8% | +463.8% |
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 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