+4,782.6%
DELL vs HCA
+499.7%
+4,282.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.7% | -1.2% |
| 7D | +8.7% | +4.9% | +3.8% | +7.1% |
| 30D | +16.9% | +1.9% | +15.0% | +16.0% |
| 3M | +40.4% | +12.7% | +27.7% | +33.3% |
| 6M | +267.1% | -22.3% | +289.4% | +293.7% |
| YTD | +329.1% | -9.3% | +338.4% | +333.1% |
| 1Y | +346.9% | +2.7% | +344.2% | +329.1% |
| 3Y | +696.6% | +57.8% | +638.8% | +530.4% |
| 5Y | +1,106.2% | +70.3% | +1,035.9% | +801.5% |
| 10Y | +4,177.7% | +499.7% | +3,678.1% | +1,978.2% |
| All | +4,782.6% | +499.7% | +4,282.9% | +2,244.4% |
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