+15.6%
DIA vs HCA
+8.6%
+7.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -1.6% | +5.4% | -7.0% | -1.9% |
| 30D | -2.0% | +3.0% | -5.0% | -2.3% |
| 3M | +3.6% | +13.0% | -9.4% | +2.6% |
| 6M | +11.5% | -20.3% | +31.8% | +12.7% |
| YTD | +10.4% | -8.2% | +18.6% | +10.9% |
| 1Y | +15.6% | +6.7% | +8.9% | +13.9% |
| All | +15.6% | +8.6% | +7.0% | +13.9% |
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