+498.2%
HCA vs BBWI
-55.0%
+553.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.1% | 0.0% |
| 7D | +5.4% | -4.8% | +10.2% | +6.4% |
| 30D | +3.0% | +3.5% | -0.5% | +1.8% |
| 3M | +13.0% | -0.3% | +13.3% | +12.1% |
| 6M | -20.3% | -5.4% | -14.9% | -20.9% |
| YTD | -8.2% | -4.7% | -3.5% | -9.8% |
| 1Y | +6.7% | -30.5% | +37.2% | +10.9% |
| 3Y | +60.4% | -44.3% | +104.7% | +66.0% |
| 5Y | +73.4% | -66.9% | +140.3% | +95.6% |
| All | +498.2% | -55.0% | +553.1% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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