+72.8%
HCA vs DTE
+30.3%
+42.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +5.4% | -2.6% | +8.0% | +6.7% |
| 30D | +3.0% | -4.4% | +7.4% | +5.1% |
| 3M | +13.0% | -8.3% | +21.4% | +17.7% |
| 6M | -20.3% | -8.1% | -12.2% | -17.2% |
| YTD | -8.2% | +4.4% | -12.7% | -10.8% |
| 1Y | +6.7% | +0.2% | +6.5% | +5.8% |
| 3Y | +60.4% | +42.6% | +17.8% | +31.0% |
| All | +72.8% | +30.3% | +42.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling