+1,754.0%
HCA vs DHI
+1,264.8%
+489.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.8% |
| 7D | +5.4% | -3.4% | +8.8% | +6.6% |
| 30D | +3.0% | -5.4% | +8.4% | +4.7% |
| 3M | +13.0% | -10.4% | +23.5% | +16.7% |
| 6M | -20.3% | -2.8% | -17.5% | -20.2% |
| YTD | -8.2% | -3.4% | -4.8% | -8.5% |
| 1Y | +6.7% | -22.9% | +29.6% | +14.1% |
| 3Y | +60.4% | +20.7% | +39.7% | +40.5% |
| 5Y | +73.4% | +62.1% | +11.3% | +32.7% |
| 10Y | +506.9% | +410.4% | +96.5% | +192.8% |
| All | +1,754.0% | +1,264.8% | +489.2% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling