+2,478.8%
MSFT vs HCA
+1,648.5%
+830.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | +2.7% | -1.1% | +3.8% | +2.9% |
| 3M | +17.0% | +12.2% | +4.8% | +13.4% |
| 6M | +23.8% | -25.3% | +49.2% | +31.5% |
| YTD | +4.0% | -12.9% | +16.9% | +6.2% |
| 1Y | -0.8% | -0.9% | +0.1% | -2.0% |
| 3Y | +55.6% | +47.6% | +8.0% | +36.7% |
| 5Y | +72.9% | +67.0% | +5.9% | +44.4% |
| 10Y | +875.8% | +471.4% | +404.4% | +489.2% |
| All | +2,478.8% | +1,648.5% | +830.3% | +1,127.0% |
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