+105.8%
DAL vs HCA
+68.3%
+37.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +0.1% | -3.1% | +3.2% | +1.1% |
| 30D | -13.9% | -1.1% | -12.8% | -13.7% |
| 3M | +1.1% | +12.2% | -11.1% | -2.9% |
| 6M | +26.2% | -25.3% | +51.6% | +37.6% |
| YTD | +16.4% | -12.9% | +29.4% | +19.7% |
| 1Y | +33.9% | -0.9% | +34.8% | +30.6% |
| 3Y | +93.4% | +47.6% | +45.8% | +56.9% |
| All | +105.8% | +68.3% | +37.5% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling