+229.0%
HCA vs DT
+97.2%
+131.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -2.8% | -4.9% | +2.1% | -1.9% |
| 30D | -2.7% | +2.7% | -5.4% | -3.3% |
| 3M | +11.5% | +20.0% | -8.5% | +7.6% |
| 6M | -24.3% | +28.0% | -52.3% | -28.4% |
| YTD | -13.6% | +16.0% | -29.6% | -17.0% |
| 1Y | -3.2% | +0.7% | -3.9% | -4.6% |
| 3Y | +50.4% | +6.2% | +44.2% | +43.3% |
| 5Y | +64.8% | -28.1% | +92.9% | +63.7% |
| All | +229.0% | +97.2% | +131.8% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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