+1,754.0%
HCA vs DGX
+452.7%
+1,301.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.4% |
| 7D | +5.4% | -0.9% | +6.3% | +5.9% |
| 30D | +3.0% | -1.2% | +4.1% | +3.6% |
| 3M | +13.0% | +15.8% | -2.7% | +3.6% |
| 6M | -20.3% | +18.2% | -38.4% | -27.9% |
| YTD | -8.2% | +37.2% | -45.4% | -24.2% |
| 1Y | +6.7% | +30.4% | -23.7% | -9.6% |
| 3Y | +60.4% | +96.7% | -36.3% | +3.7% |
| 5Y | +73.4% | +67.2% | +6.3% | +21.8% |
| 10Y | +506.9% | +253.9% | +253.0% | +148.7% |
| All | +1,754.0% | +452.7% | +1,301.3% | +458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling