+10.4%
DIA vs HCA
-20.3%
+30.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.3% |
| 7D | -1.2% | +4.9% | -6.2% | -1.8% |
| 30D | -2.7% | +1.9% | -4.6% | -2.9% |
| 3M | +3.3% | +12.7% | -9.5% | +1.6% |
| 6M | +10.4% | -22.3% | +32.8% | +20.1% |
| All | +10.4% | -20.3% | +30.7% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling