+1,346.4%
MU vs HCA
+73.0%
+1,273.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.2% | +1.7% |
| 7D | +7.5% | +4.9% | +2.6% | +6.4% |
| 30D | +19.4% | +1.9% | +17.5% | +18.8% |
| 3M | +9.8% | +12.7% | -2.9% | +5.4% |
| 6M | +164.1% | -22.3% | +186.5% | +184.3% |
| YTD | +260.3% | -9.3% | +269.6% | +268.5% |
| 1Y | +661.2% | +2.7% | +658.4% | +642.4% |
| 3Y | +1,380.8% | +57.8% | +1,323.0% | +1,090.9% |
| 5Y | +1,346.4% | +70.3% | +1,276.0% | +972.4% |
| All | +1,346.4% | +73.0% | +1,273.4% | +972.4% |
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