+72.8%
HCA vs DAR
-9.0%
+81.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +3.0% | +2.6% | +0.3% | +2.4% |
| 3M | +13.0% | +14.2% | -1.2% | +9.8% |
| 6M | -20.3% | +17.2% | -37.4% | -23.1% |
| YTD | -8.2% | +80.9% | -89.1% | -18.7% |
| 1Y | +6.7% | +104.0% | -97.3% | -8.0% |
| 3Y | +60.4% | +3.6% | +56.8% | +58.5% |
| All | +72.8% | -9.0% | +81.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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