+1,731.8%
HCA vs DLR
+510.5%
+1,221.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +4.9% | +2.9% | +2.0% | +4.2% |
| 30D | +1.9% | -1.2% | +3.0% | +2.1% |
| 3M | +12.7% | +2.9% | +9.8% | +11.5% |
| 6M | -22.3% | +6.7% | -29.0% | -24.0% |
| YTD | -9.3% | +23.9% | -33.2% | -14.7% |
| 1Y | +2.7% | +18.6% | -15.9% | -2.6% |
| 3Y | +57.8% | +59.7% | -1.8% | +34.1% |
| 5Y | +70.3% | +42.1% | +28.3% | +46.8% |
| 10Y | +499.7% | +176.7% | +323.0% | +305.3% |
| All | +1,731.8% | +510.5% | +1,221.3% | +799.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling