-0.9%
HCA vs DG
+23.4%
-24.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -3.1% | +8.4% | -11.5% | -4.2% |
| 30D | -1.1% | +4.9% | -6.1% | -1.9% |
| 3M | +12.2% | +29.3% | -17.2% | +8.4% |
| 6M | -25.3% | -11.3% | -14.1% | -25.2% |
| YTD | -12.9% | +1.8% | -14.7% | -13.5% |
| 1Y | -0.9% | +25.3% | -26.3% | -1.5% |
| All | -0.9% | +23.4% | -24.4% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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