+498.2%
HCA vs DLR
+177.5%
+320.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.0% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +3.0% | -4.3% | +7.3% | +3.9% |
| 3M | +13.0% | +3.8% | +9.2% | +11.7% |
| 6M | -20.3% | +5.8% | -26.1% | -21.6% |
| YTD | -8.2% | +23.5% | -31.8% | -13.0% |
| 1Y | +6.7% | +11.1% | -4.4% | +3.4% |
| 3Y | +60.4% | +57.9% | +2.5% | +38.5% |
| 5Y | +73.4% | +44.0% | +29.5% | +50.6% |
| All | +498.2% | +177.5% | +320.7% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling