+9.0%
HCA vs DKS
-29.5%
+38.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +7.7% | +2.6% | +9.4% |
| 7D | +10.2% | +8.4% | +1.8% | +9.3% |
| 30D | +17.4% | +7.7% | +9.8% | +16.4% |
| 3M | +27.7% | -25.8% | +53.4% | +30.1% |
| 6M | +20.0% | -31.0% | +51.0% | +23.3% |
| YTD | +10.0% | -23.8% | +33.8% | +12.5% |
| 1Y | +9.0% | -29.8% | +38.8% | +11.1% |
| All | +9.0% | -29.5% | +38.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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