-41.5%
DIS vs HCA
+66.8%
-108.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | +0.1% | -2.7% | +2.9% | +0.7% |
| 3M | +7.1% | +11.5% | -4.4% | +4.1% |
| 6M | +4.3% | -24.3% | +28.5% | +10.6% |
| YTD | -6.9% | -13.6% | +6.6% | -4.8% |
| 1Y | -10.3% | -3.2% | -7.1% | -11.2% |
| 3Y | +32.8% | +50.4% | -17.6% | +13.4% |
| 5Y | -41.5% | +64.8% | -106.3% | -54.6% |
| All | -41.5% | +66.8% | -108.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling