+1,729.1%
HCA vs DTE
+457.6%
+1,271.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +4.2% |
| 30D | +2.4% | -2.4% | +4.8% | +3.7% |
| 3M | +13.0% | -7.3% | +20.3% | +18.1% |
| 6M | -21.4% | -7.6% | -13.7% | -17.9% |
| YTD | -9.5% | +5.8% | -15.3% | -13.2% |
| 1Y | +7.5% | +2.3% | +5.2% | +5.0% |
| 3Y | +57.6% | +45.0% | +12.6% | +21.5% |
| 5Y | +71.1% | +33.2% | +37.9% | +37.8% |
| 10Y | +498.8% | +141.4% | +357.4% | +232.3% |
| All | +1,729.1% | +457.6% | +1,271.5% | +382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling