+833.1%
GLW vs HCA
+503.4%
+329.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | +11.7% | +2.9% | +8.8% | +10.5% |
| 30D | +2.7% | +2.4% | +0.3% | +1.6% |
| 3M | -2.8% | +13.0% | -15.9% | -8.8% |
| 6M | +20.2% | -21.4% | +41.5% | +29.1% |
| YTD | +87.3% | -9.5% | +96.7% | +90.7% |
| 1Y | +119.6% | +7.5% | +112.1% | +108.2% |
| 3Y | +453.7% | +57.6% | +396.1% | +334.5% |
| 5Y | +376.1% | +71.1% | +305.0% | +248.2% |
| All | +833.1% | +503.4% | +329.7% | +344.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling