-28.0%
DHR vs HCA
+71.9%
-100.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -3.6% | +5.4% | -9.0% | -5.2% |
| 30D | -2.7% | +3.0% | -5.7% | -3.7% |
| 3M | +10.9% | +13.0% | -2.1% | +6.4% |
| 6M | +3.0% | -20.3% | +23.3% | +9.9% |
| YTD | -12.2% | -8.2% | -4.0% | -10.8% |
| 1Y | +3.3% | +6.7% | -3.4% | -0.7% |
| 3Y | -8.2% | +60.4% | -68.6% | -25.5% |
| All | -28.0% | +71.9% | -100.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling