+72.8%
HCA vs DG
-37.9%
+110.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +5.4% | -6.5% | +11.9% | +6.4% |
| 30D | +3.0% | +4.2% | -1.2% | +2.3% |
| 3M | +13.0% | +9.5% | +3.5% | +11.3% |
| 6M | -20.3% | -13.1% | -7.1% | -19.0% |
| YTD | -8.2% | -4.8% | -3.4% | -8.0% |
| 1Y | +6.7% | +20.6% | -13.9% | +3.0% |
| 3Y | +60.4% | +4.9% | +55.4% | +51.9% |
| All | +72.8% | -37.9% | +110.7% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling