+2.8%
DIS vs HCA
+9.1%
-6.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +8.9% | +8.7% | +0.2% | +7.6% |
| 3M | +14.5% | +21.0% | -6.4% | +12.0% |
| 6M | +12.2% | +17.0% | -4.7% | +9.0% |
| YTD | +4.7% | +7.8% | -3.1% | +1.3% |
| 1Y | +2.8% | +6.4% | -3.6% | -0.6% |
| All | +2.8% | +9.1% | -6.3% | -0.6% |
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