+9.0%
HCA vs DECK
+11.2%
-2.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.0% | +4.4% | +9.4% |
| 7D | +10.2% | +10.4% | -0.1% | +8.8% |
| 30D | +17.4% | +11.1% | +6.3% | +15.7% |
| 3M | +27.7% | -10.8% | +38.5% | +29.3% |
| 6M | +20.0% | -8.7% | +28.8% | +21.3% |
| YTD | +10.0% | -14.0% | +24.0% | +11.0% |
| 1Y | +9.0% | +12.0% | -3.0% | +5.8% |
| All | +9.0% | +11.2% | -2.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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