+247.6%
DIA vs HCA
+511.6%
-264.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -1.6% | +5.4% | -7.0% | -3.0% |
| 30D | -2.0% | +3.0% | -5.0% | -3.0% |
| 3M | +3.6% | +13.0% | -9.4% | -0.4% |
| 6M | +11.5% | -20.3% | +31.8% | +18.1% |
| YTD | +10.4% | -8.2% | +18.6% | +11.7% |
| 1Y | +15.6% | +6.7% | +8.9% | +11.5% |
| 3Y | +58.9% | +60.4% | -1.5% | +32.3% |
| 5Y | +65.3% | +73.4% | -8.1% | +30.5% |
| All | +247.6% | +511.6% | -264.0% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling