+14.9%
DIA vs HCA
+11.2%
+3.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.3% | -7.2% | +2.1% |
| 7D | +1.6% | +10.2% | -8.6% | +0.6% |
| 30D | +4.1% | +17.4% | -13.3% | +2.6% |
| 3M | -1.0% | +27.7% | -28.7% | -3.1% |
| 6M | +9.7% | +20.0% | -10.4% | +7.9% |
| YTD | +12.2% | +10.0% | +2.2% | +10.9% |
| 1Y | +14.9% | +9.0% | +5.9% | +13.3% |
| All | +14.9% | +11.2% | +3.7% | +13.3% |
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