+58.9%
DIA vs HCA
+59.6%
-0.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.6% | +5.4% | -7.0% | -2.3% |
| 30D | -2.0% | +3.0% | -5.0% | -2.5% |
| 3M | +3.6% | +13.0% | -9.4% | +1.7% |
| 6M | +11.5% | -20.3% | +31.8% | +14.9% |
| YTD | +10.4% | -8.2% | +18.6% | +11.2% |
| 1Y | +15.6% | +6.7% | +8.9% | +13.3% |
| 3Y | +58.9% | +60.4% | -1.5% | +43.5% |
| All | +58.9% | +59.6% | -0.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling