+125.6%
DAL vs HCA
+652.5%
-526.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +10.7% | +9.0% | +1.7% | +6.5% |
| 30D | +12.5% | +11.8% | +0.7% | +6.7% |
| 3M | +3.6% | +22.1% | -18.4% | -5.9% |
| 6M | +26.7% | +16.4% | +10.4% | +16.9% |
| YTD | +34.3% | +8.6% | +25.7% | +26.0% |
| 1Y | +59.1% | +10.6% | +48.6% | +47.7% |
| 3Y | +179.9% | +121.7% | +58.2% | +75.5% |
| 5Y | +119.1% | +114.5% | +4.7% | +33.5% |
| 10Y | +125.6% | +657.1% | -531.4% | -24.6% |
| All | +125.6% | +652.5% | -526.8% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling