+190.4%
DIS vs HCA
+1,648.5%
-1,458.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.6% | -3.1% | +0.5% | -1.8% |
| 30D | +3.5% | -1.1% | +4.6% | +3.7% |
| 3M | +6.8% | +12.2% | -5.3% | +3.0% |
| 6M | +3.0% | -25.3% | +28.3% | +11.0% |
| YTD | -6.7% | -12.9% | +6.2% | -4.1% |
| 1Y | -10.1% | -0.9% | -9.1% | -11.3% |
| 3Y | +33.0% | +47.6% | -14.6% | +14.5% |
| 5Y | -40.0% | +67.0% | -107.0% | -51.4% |
| 10Y | +21.1% | +471.4% | -450.4% | -32.1% |
| All | +190.4% | +1,648.5% | -1,458.1% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling