+72.8%
HCA vs DD
+56.1%
+16.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +5.4% | -3.5% | +8.9% | +6.5% |
| 30D | +3.0% | -11.7% | +14.6% | +6.7% |
| 3M | +13.0% | -9.2% | +22.3% | +16.0% |
| 6M | -20.3% | -7.2% | -13.1% | -19.1% |
| YTD | -8.2% | +6.6% | -14.8% | -11.3% |
| 1Y | +6.7% | +32.0% | -25.3% | -4.3% |
| 3Y | +60.4% | +42.1% | +18.2% | +36.8% |
| All | +72.8% | +56.1% | +16.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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