+32.8%
DIS vs HCA
+51.3%
-18.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | +0.1% | -2.7% | +2.9% | +0.5% |
| 3M | +7.1% | +11.5% | -4.4% | +5.6% |
| 6M | +4.3% | -24.3% | +28.5% | +6.8% |
| YTD | -6.9% | -13.6% | +6.6% | -6.1% |
| 1Y | -10.3% | -3.2% | -7.1% | -11.1% |
| 3Y | +32.8% | +50.4% | -17.6% | +21.3% |
| All | +32.8% | +51.3% | -18.5% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling