+4.2%
MU vs HCA
+17.3%
-13.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -2.4% |
| 7D | +21.6% | -1.3% | +23.0% | +20.2% |
| 30D | -16.2% | +8.7% | -24.9% | -9.5% |
| 3M | -12.4% | +21.0% | -33.4% | +4.9% |
| 6M | +4.2% | +17.0% | -12.8% | +22.6% |
| All | +4.2% | +17.3% | -13.1% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling