+58.2%
HCA vs BBWI
-48.6%
+106.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | +2.9% | -8.0% | +10.9% | +3.5% |
| 30D | +2.4% | -6.6% | +9.0% | +2.8% |
| 3M | +13.0% | -2.7% | +15.8% | +13.0% |
| 6M | -21.4% | -12.8% | -8.6% | -20.9% |
| YTD | -9.5% | -10.5% | +1.0% | -9.4% |
| 1Y | +7.5% | -35.3% | +42.9% | +10.4% |
| All | +58.2% | -48.6% | +106.8% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling