+31.0%
DIS vs HCA
+678.2%
-647.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +8.9% | +8.7% | +0.2% | +5.8% |
| 3M | +14.5% | +21.0% | -6.4% | +7.3% |
| 6M | +12.2% | +17.0% | -4.7% | +5.9% |
| YTD | +4.7% | +7.8% | -3.1% | +0.6% |
| 1Y | +2.8% | +6.4% | -3.6% | -1.0% |
| 3Y | +38.1% | +120.0% | -81.9% | -0.1% |
| 5Y | -23.6% | +112.9% | -136.5% | -46.0% |
| All | +31.0% | +678.2% | -647.2% | -40.8% |
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