+40.6%
GLW vs HCA
+11.2%
+29.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.3% | -16.2% | -3.7% |
| 7D | -9.5% | +10.2% | -19.7% | -7.4% |
| 30D | -25.5% | +17.4% | -42.9% | -22.9% |
| 3M | -25.6% | +27.7% | -53.3% | -22.0% |
| 6M | -25.5% | +20.0% | -45.5% | -17.1% |
| YTD | +36.4% | +10.0% | +26.4% | +60.7% |
| 1Y | +40.6% | +9.0% | +31.6% | +64.5% |
| All | +40.6% | +11.2% | +29.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling