+232.7%
GLW vs HCA
+111.8%
+121.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | +0.8% | +6.9% | +7.6% |
| 30D | -18.8% | +6.1% | -24.9% | -19.8% |
| 3M | -27.7% | +21.4% | -49.2% | -30.6% |
| 6M | -44.4% | +17.2% | -61.6% | -46.4% |
| YTD | +31.3% | +7.5% | +23.8% | +30.2% |
| 1Y | +40.0% | +6.2% | +33.9% | +39.2% |
| 3Y | +339.2% | +122.0% | +217.2% | +233.0% |
| All | +232.7% | +111.8% | +121.0% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling