+8,147.0%
MU vs HCA
+2,065.5%
+6,081.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +21.6% | -1.3% | +23.0% | +22.2% |
| 30D | -16.2% | +8.7% | -24.9% | -19.1% |
| 3M | -12.4% | +21.0% | -33.4% | -18.9% |
| 6M | +4.2% | +17.0% | -12.8% | -4.3% |
| YTD | +180.0% | +7.8% | +172.1% | +164.3% |
| 1Y | +226.4% | +6.4% | +220.0% | +209.2% |
| 3Y | +969.7% | +120.0% | +849.7% | +634.9% |
| 5Y | +957.9% | +112.9% | +845.1% | +616.7% |
| 10Y | +4,534.6% | +678.2% | +3,856.3% | +1,713.4% |
| All | +8,147.0% | +2,065.5% | +6,081.5% | +2,166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling