+4,404.4%
DELL vs HCA
+511.6%
+3,892.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.4% | +10.6% | +11.6% |
| 7D | +8.2% | +5.4% | +2.8% | +6.5% |
| 30D | +17.1% | +3.0% | +14.1% | +15.8% |
| 3M | +45.2% | +13.0% | +32.1% | +37.8% |
| 6M | +286.8% | -20.3% | +307.0% | +311.4% |
| YTD | +354.8% | -8.2% | +363.0% | +357.6% |
| 1Y | +358.3% | +6.7% | +351.6% | +334.9% |
| 3Y | +724.9% | +60.4% | +664.5% | +549.7% |
| 5Y | +1,193.7% | +73.4% | +1,120.2% | +861.4% |
| All | +4,404.4% | +511.6% | +3,892.8% | +2,092.8% |
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 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