+126.0%
DUK vs HCA
+511.6%
-385.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -0.7% | +5.4% | -6.1% | -1.8% |
| 30D | -2.4% | +3.0% | -5.4% | -3.2% |
| 3M | -3.0% | +13.0% | -16.0% | -5.8% |
| 6M | -6.6% | -20.3% | +13.7% | -2.6% |
| YTD | +4.6% | -8.2% | +12.8% | +5.6% |
| 1Y | +1.2% | +6.7% | -5.5% | -1.2% |
| 3Y | +45.7% | +60.4% | -14.7% | +28.5% |
| 5Y | +40.3% | +73.4% | -33.1% | +19.0% |
| All | +126.0% | +511.6% | -385.6% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling