-10.0%
DIS vs HCA
+2.1%
-12.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -1.3% |
| 7D | -3.5% | +4.9% | -8.4% | -4.0% |
| 30D | +1.0% | +1.9% | -0.9% | +0.8% |
| 3M | +5.7% | +12.7% | -7.1% | +4.4% |
| 6M | +3.3% | -22.3% | +25.6% | +1.8% |
| YTD | -7.7% | -9.3% | +1.6% | -8.7% |
| 1Y | -10.0% | +2.7% | -12.7% | -14.7% |
| All | -10.0% | +2.1% | -12.1% | -14.7% |
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 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