+358.3%
DELL vs HCA
+8.6%
+349.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.4% | +10.6% | +12.4% |
| 7D | +8.2% | +5.4% | +2.8% | +10.2% |
| 30D | +17.1% | +3.0% | +14.1% | +18.3% |
| 3M | +45.2% | +13.0% | +32.1% | +52.3% |
| 6M | +286.8% | -20.3% | +307.0% | +302.2% |
| YTD | +354.8% | -8.2% | +363.0% | +376.3% |
| 1Y | +358.3% | +6.7% | +351.6% | +411.1% |
| All | +358.3% | +8.6% | +349.7% | +411.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling