+101.5%
DAL vs HCA
+51.0%
+50.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.7% |
| 30D | -13.9% | -1.1% | -12.8% | -13.8% |
| 3M | +1.1% | +12.2% | -11.1% | -1.2% |
| 6M | +26.2% | -25.3% | +51.6% | +32.1% |
| YTD | +16.4% | -12.9% | +29.4% | +17.8% |
| 1Y | +33.9% | -0.9% | +34.8% | +30.8% |
| All | +101.5% | +51.0% | +50.5% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling