+8.0%
HCA vs DHI
+9.9%
-1.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +6.1% | +7.6% | -1.4% | +4.5% |
| 30D | +17.4% | +15.3% | +2.1% | +14.1% |
| 3M | +24.1% | +4.4% | +19.7% | +22.6% |
| 6M | +18.8% | +8.3% | +10.5% | +16.5% |
| YTD | +9.3% | +10.4% | -1.1% | +7.1% |
| 1Y | +8.0% | +9.8% | -1.8% | +5.2% |
| All | +8.0% | +9.9% | -1.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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