+112.9%
HCA vs D
+12.4%
+100.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.3% | -3.1% | +1.7% | -0.2% |
| 30D | +8.7% | +8.4% | +0.3% | +5.5% |
| 3M | +21.0% | +0.2% | +20.8% | +20.8% |
| 6M | +17.0% | +9.5% | +7.5% | +12.6% |
| YTD | +7.8% | +18.8% | -11.0% | +0.2% |
| 1Y | +6.4% | +14.7% | -8.3% | +0.2% |
| 3Y | +120.0% | +72.9% | +47.1% | +73.0% |
| 5Y | +112.9% | +13.1% | +99.7% | +121.1% |
| All | +112.9% | +12.4% | +100.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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