+73.5%
MSFT vs HCA
+69.0%
+4.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | +2.9% | -6.4% | -4.0% |
| 30D | -2.1% | +2.4% | -4.4% | -2.6% |
| 3M | +24.2% | +13.0% | +11.1% | +20.9% |
| 6M | +21.9% | -21.4% | +43.2% | +27.3% |
| YTD | +2.5% | -9.5% | +11.9% | +3.5% |
| 1Y | -0.8% | +7.5% | -8.3% | -3.8% |
| 3Y | +50.8% | +57.6% | -6.8% | +28.8% |
| 5Y | +73.5% | +71.1% | +2.4% | +38.4% |
| All | +73.5% | +69.0% | +4.5% | +38.4% |
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