+683.3%
GLW vs HCA
+2,058.6%
-1,375.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | +7.7% | +0.8% | +6.9% | +7.5% |
| 30D | -18.8% | +6.1% | -24.9% | -20.6% |
| 3M | -27.7% | +21.4% | -49.2% | -32.4% |
| 6M | -44.4% | +17.2% | -61.6% | -48.3% |
| YTD | +31.3% | +7.5% | +23.8% | +25.7% |
| 1Y | +40.0% | +6.2% | +33.9% | +34.5% |
| 3Y | +339.2% | +122.0% | +217.2% | +219.5% |
| 5Y | +229.2% | +112.2% | +117.0% | +137.0% |
| 10Y | +528.4% | +675.7% | -147.3% | +199.5% |
| All | +683.3% | +2,058.6% | -1,375.2% | +155.4% |
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 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