-3.1%
MU vs HCA
+16.7%
-19.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.8% |
| 7D | +12.8% | +0.8% | +12.0% | +13.4% |
| 30D | -14.9% | +6.1% | -20.9% | -10.1% |
| 3M | -18.0% | +21.4% | -39.5% | -1.5% |
| 6M | -3.1% | +17.2% | -20.3% | +20.5% |
| All | -3.1% | +16.7% | -19.9% | +20.5% |
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