+860.4%
DAL vs HCA
+2,083.8%
-1,223.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +4.5% |
| 7D | +10.0% | +7.9% | +2.1% | +6.8% |
| 30D | +12.0% | +11.9% | +0.1% | +6.9% |
| 3M | +0.8% | +22.4% | -21.6% | -7.4% |
| 6M | +26.2% | +16.5% | +9.7% | +17.6% |
| YTD | +33.7% | +8.7% | +25.0% | +26.6% |
| 1Y | +57.6% | +6.7% | +50.9% | +50.0% |
| 3Y | +183.5% | +127.0% | +56.5% | +90.9% |
| 5Y | +114.2% | +113.9% | +0.3% | +43.4% |
| 10Y | +128.1% | +656.7% | -528.6% | -7.3% |
| All | +860.4% | +2,083.8% | -1,223.4% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling