+736.4%
DAL vs HCA
+1,648.5%
-912.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +0.1% | -3.1% | +3.2% | +1.3% |
| 30D | -13.9% | -1.1% | -12.8% | -13.6% |
| 3M | +1.1% | +12.2% | -11.1% | -4.0% |
| 6M | +26.2% | -25.3% | +51.6% | +40.5% |
| YTD | +16.4% | -12.9% | +29.4% | +20.8% |
| 1Y | +33.9% | -0.9% | +34.8% | +30.9% |
| 3Y | +93.4% | +47.6% | +45.8% | +55.6% |
| 5Y | +106.4% | +67.0% | +39.4% | +52.9% |
| 10Y | +143.0% | +471.4% | -328.5% | +9.7% |
| All | +736.4% | +1,648.5% | -912.2% | +150.9% |
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 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