+498.2%
HCA vs DRI
+353.8%
+144.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | +5.4% | -3.2% | +8.6% | +6.9% |
| 30D | +3.0% | -7.8% | +10.8% | +6.5% |
| 3M | +13.0% | +0.4% | +12.7% | +12.4% |
| 6M | -20.3% | +4.8% | -25.1% | -22.4% |
| YTD | -8.2% | +16.7% | -25.0% | -15.3% |
| 1Y | +6.7% | +1.5% | +5.2% | +4.2% |
| 3Y | +60.4% | +56.3% | +4.1% | +24.9% |
| 5Y | +73.4% | +66.4% | +7.0% | +28.2% |
| All | +498.2% | +353.8% | +144.4% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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