+10,229.9%
MU vs HCA
+1,635.7%
+8,594.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +7.2% | -2.8% | +10.0% | +8.2% |
| 30D | +14.0% | -2.7% | +16.7% | +14.8% |
| 3M | +5.4% | +11.5% | -6.1% | -0.8% |
| 6M | +170.3% | -24.3% | +194.6% | +193.0% |
| YTD | +250.7% | -13.6% | +264.3% | +260.5% |
| 1Y | +662.1% | -3.2% | +665.3% | +644.8% |
| 3Y | +1,341.2% | +50.4% | +1,290.8% | +1,046.8% |
| 5Y | +1,319.3% | +64.8% | +1,254.6% | +960.0% |
| 10Y | +5,778.3% | +456.5% | +5,321.8% | +2,496.4% |
| All | +10,229.9% | +1,635.7% | +8,594.3% | +2,992.0% |
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