+909.6%
DHR vs HCA
+1,721.2%
-811.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.4% |
| 7D | -2.4% | +4.9% | -7.3% | -3.6% |
| 30D | -2.2% | +1.9% | -4.0% | -2.7% |
| 3M | +9.0% | +12.7% | -3.8% | +5.5% |
| 6M | +3.5% | -22.3% | +25.8% | +9.4% |
| YTD | -10.1% | -9.3% | -0.8% | -8.8% |
| 1Y | +6.2% | +2.7% | +3.5% | +4.2% |
| 3Y | -5.4% | +57.8% | -63.2% | -17.3% |
| 5Y | -27.9% | +70.3% | -98.2% | -39.1% |
| 10Y | +215.7% | +499.7% | -283.9% | +92.7% |
| All | +909.6% | +1,721.2% | -811.6% | +318.2% |
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