+394.5%
GLW vs HCA
+73.0%
+321.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.5% |
| 7D | +16.9% | +4.9% | +12.0% | +15.7% |
| 30D | +7.0% | +1.9% | +5.1% | +6.5% |
| 3M | -3.0% | +12.7% | -15.7% | -6.7% |
| 6M | +31.0% | -22.3% | +53.3% | +40.6% |
| YTD | +93.4% | -9.3% | +102.7% | +98.5% |
| 1Y | +134.7% | +2.7% | +132.0% | +131.5% |
| 3Y | +471.8% | +57.8% | +414.0% | +377.5% |
| 5Y | +394.5% | +70.3% | +324.1% | +279.8% |
| All | +394.5% | +73.0% | +321.4% | +279.8% |
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