+62.1%
DAL vs HCA
+11.2%
+50.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +10.3% | -3.2% | +5.6% |
| 7D | +11.1% | +10.2% | +0.8% | +9.5% |
| 30D | +7.7% | +17.4% | -9.7% | +5.4% |
| 3M | -3.5% | +27.7% | -31.2% | -6.5% |
| 6M | +31.3% | +20.0% | +11.3% | +26.6% |
| YTD | +30.0% | +10.0% | +20.0% | +23.4% |
| 1Y | +62.1% | +9.0% | +53.1% | +52.3% |
| All | +62.1% | +11.2% | +50.9% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling