+126.4%
DAL vs HCA
+456.4%
-330.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +3.4% | -2.8% | +6.2% | +4.6% |
| 30D | -13.6% | -2.7% | -10.8% | -12.6% |
| 3M | +1.2% | +11.5% | -10.3% | -4.3% |
| 6M | +34.5% | -24.3% | +58.8% | +51.0% |
| YTD | +14.7% | -13.6% | +28.3% | +19.9% |
| 1Y | +29.2% | -3.2% | +32.4% | +27.0% |
| 3Y | +100.0% | +50.4% | +49.6% | +52.2% |
| 5Y | +106.3% | +64.8% | +41.5% | +43.6% |
| 10Y | +126.4% | +456.5% | -330.2% | -12.9% |
| All | +126.4% | +456.4% | -330.0% | -12.9% |
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 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