+18.6%
DIA vs HCA
-0.5%
+19.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | -1.5% | -1.1% | -0.4% | -1.5% |
| 3M | +3.8% | +12.2% | -8.4% | +2.9% |
| 6M | +10.3% | -25.3% | +35.6% | +12.0% |
| YTD | +12.1% | -12.9% | +25.0% | +13.1% |
| 1Y | +18.6% | -0.9% | +19.6% | +17.7% |
| All | +18.6% | -0.5% | +19.2% | +17.7% |
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