+1,645.7%
HCA vs DD
+193.9%
+1,451.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -2.7% | -7.4% | +4.7% | 0.0% |
| 3M | +11.5% | -6.4% | +17.9% | +14.0% |
| 6M | -24.3% | -2.5% | -21.8% | -24.3% |
| YTD | -13.6% | +10.2% | -23.8% | -18.0% |
| 1Y | -3.2% | +36.9% | -40.1% | -16.2% |
| 3Y | +50.4% | +47.0% | +3.4% | +22.3% |
| 5Y | +64.8% | +63.1% | +1.6% | +25.7% |
| 10Y | +456.5% | +68.2% | +388.4% | +278.5% |
| All | +1,645.7% | +193.9% | +1,451.8% | +793.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling