-59.1%
DKNG vs HCA
+71.9%
-131.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.8% |
| 7D | +3.0% | +5.4% | -2.4% | +0.9% |
| 30D | -3.0% | +3.0% | -6.0% | -4.3% |
| 3M | -17.6% | +13.0% | -30.6% | -21.9% |
| 6M | -3.2% | -20.3% | +17.0% | +4.8% |
| YTD | -28.2% | -8.2% | -20.0% | -27.4% |
| 1Y | -46.1% | +6.7% | -52.8% | -49.5% |
| 3Y | -22.2% | +60.4% | -82.6% | -45.0% |
| All | -59.1% | +71.9% | -131.0% | -75.6% |
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