+4,407.5%
MU vs HCA
+675.7%
+3,731.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | +0.8% | +12.0% | +12.5% |
| 30D | -14.9% | +6.1% | -20.9% | -17.0% |
| 3M | -18.0% | +21.4% | -39.5% | -24.2% |
| 6M | -3.1% | +17.2% | -20.3% | -10.9% |
| YTD | +172.9% | +7.5% | +165.4% | +158.8% |
| 1Y | +228.8% | +6.2% | +222.7% | +212.9% |
| 3Y | +950.8% | +122.0% | +828.8% | +600.4% |
| 5Y | +931.3% | +112.2% | +819.1% | +578.7% |
| All | +4,407.5% | +675.7% | +3,731.8% | +1,742.8% |
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