+22.7%
DIS vs HCA
+503.4%
-480.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.3% | +2.9% | -4.2% | -2.2% |
| 30D | +2.2% | +2.4% | -0.2% | +1.3% |
| 3M | +8.1% | +13.0% | -4.9% | +3.5% |
| 6M | +5.2% | -21.4% | +26.6% | +12.7% |
| YTD | -6.3% | -9.5% | +3.2% | -4.6% |
| 1Y | -7.3% | +7.5% | -14.8% | -11.2% |
| 3Y | +33.8% | +57.6% | -23.8% | +9.2% |
| 5Y | -40.7% | +71.1% | -111.8% | -54.5% |
| All | +22.7% | +503.4% | -480.7% | -37.7% |
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