+5,731.6%
MU vs HCA
+511.6%
+5,220.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -4.1% | +5.4% | -9.5% | -5.8% |
| 30D | +7.0% | +3.0% | +4.0% | +5.7% |
| 3M | -2.1% | +13.0% | -15.1% | -8.2% |
| 6M | +133.1% | -20.3% | +153.3% | +149.4% |
| YTD | +241.9% | -8.2% | +250.1% | +245.0% |
| 1Y | +548.8% | +6.7% | +542.1% | +511.8% |
| 3Y | +1,308.2% | +60.4% | +1,247.8% | +978.5% |
| 5Y | +1,260.7% | +73.4% | +1,187.3% | +876.4% |
| All | +5,731.6% | +511.6% | +5,220.0% | +2,485.6% |
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