+1,341.2%
MU vs HCA
+51.3%
+1,289.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +7.2% | -2.8% | +10.0% | +7.1% |
| 30D | +14.0% | -2.7% | +16.7% | +13.9% |
| 3M | +5.4% | +11.5% | -6.1% | +4.2% |
| 6M | +170.3% | -24.3% | +194.6% | +185.7% |
| YTD | +250.7% | -13.6% | +264.3% | +263.0% |
| 1Y | +662.1% | -3.2% | +665.3% | +671.4% |
| 3Y | +1,341.2% | +50.4% | +1,290.8% | +1,129.1% |
| All | +1,341.2% | +51.3% | +1,289.9% | +1,129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling