+6.7%
HCA vs DE
+45.1%
-38.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +5.4% | -2.6% | +8.0% | +5.9% |
| 30D | +3.0% | +9.0% | -6.1% | +1.2% |
| 3M | +13.0% | +19.1% | -6.1% | +9.0% |
| 6M | -20.3% | +14.4% | -34.6% | -22.4% |
| YTD | -8.2% | +45.9% | -54.2% | -15.3% |
| 1Y | +6.7% | +43.6% | -36.9% | -2.8% |
| All | +6.7% | +45.1% | -38.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling