+1,754.0%
HCA vs DE
+929.8%
+824.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.4% | -2.6% | +8.0% | +6.5% |
| 30D | +3.0% | +9.0% | -6.1% | -0.9% |
| 3M | +13.0% | +19.1% | -6.1% | +4.5% |
| 6M | -20.3% | +14.4% | -34.6% | -25.3% |
| YTD | -8.2% | +45.9% | -54.2% | -23.1% |
| 1Y | +6.7% | +43.6% | -36.9% | -10.3% |
| 3Y | +60.4% | +75.9% | -15.5% | +19.8% |
| 5Y | +73.4% | +98.8% | -25.3% | +17.7% |
| 10Y | +506.9% | +861.4% | -354.5% | +97.1% |
| All | +1,754.0% | +929.8% | +824.1% | +432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling