+957.0%
GLW vs HCA
+1,648.5%
-691.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | -3.1% | +6.8% | +4.7% |
| 30D | -1.3% | -1.1% | -0.2% | -1.1% |
| 3M | -21.8% | +12.2% | -34.0% | -26.1% |
| 6M | +6.9% | -25.3% | +32.2% | +15.5% |
| YTD | +77.2% | -12.9% | +90.1% | +82.0% |
| 1Y | +123.2% | -0.9% | +124.2% | +118.7% |
| 3Y | +400.0% | +47.6% | +352.4% | +317.4% |
| 5Y | +342.8% | +67.0% | +275.8% | +245.0% |
| 10Y | +771.4% | +471.4% | +299.9% | +354.2% |
| All | +957.0% | +1,648.5% | -691.5% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling