-8.6%
DVN vs HCA
+1,743.3%
-1,751.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.2% |
| 7D | +4.5% | +5.4% | -0.9% | +2.1% |
| 30D | +12.0% | +3.0% | +9.0% | +10.3% |
| 3M | +13.4% | +13.0% | +0.4% | +6.1% |
| 6M | +12.1% | -20.3% | +32.4% | +21.4% |
| YTD | +38.8% | -8.2% | +47.1% | +40.2% |
| 1Y | +46.0% | +6.7% | +39.3% | +36.6% |
| 3Y | +9.5% | +60.4% | -50.9% | -19.0% |
| 5Y | +125.3% | +73.4% | +51.8% | +54.2% |
| 10Y | +66.6% | +506.9% | -440.3% | -34.6% |
| All | -8.6% | +1,743.3% | -1,751.9% | -74.8% |
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