+67.5%
HCA vs DECK
+25.5%
+42.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -3.1% | -2.2% | -0.8% | -2.8% |
| 30D | -1.1% | -13.6% | +12.5% | +0.8% |
| 3M | +12.2% | -21.2% | +33.4% | +15.7% |
| 6M | -25.3% | -21.1% | -4.3% | -23.2% |
| YTD | -12.9% | -17.2% | +4.3% | -11.4% |
| 1Y | -0.9% | -30.7% | +29.8% | +3.1% |
| 3Y | +47.6% | -3.4% | +51.0% | +31.6% |
| All | +67.5% | +25.5% | +42.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling