+108.4%
HCA vs DECK
+23.3%
+85.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +4.6% | +5.8% | -1.1% | +3.8% |
| 30D | +12.7% | +7.9% | +4.8% | +11.5% |
| 3M | +21.3% | -11.4% | +32.7% | +23.2% |
| 6M | +15.7% | -16.6% | +32.3% | +18.3% |
| YTD | +6.6% | -16.4% | +23.0% | +8.3% |
| 1Y | +5.7% | +8.6% | -2.9% | +3.4% |
| 3Y | +119.2% | -15.1% | +134.4% | +102.4% |
| All | +108.4% | +23.3% | +85.1% | +64.5% |
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