-0.9%
HCA vs BWA
+59.1%
-60.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | -3.1% | +5.7% | -8.7% | -3.7% |
| 30D | -1.1% | +1.4% | -2.5% | -1.4% |
| 3M | +12.2% | -12.1% | +24.2% | +13.8% |
| 6M | -25.3% | +28.6% | -53.9% | -29.7% |
| YTD | -12.9% | +51.1% | -64.0% | -20.5% |
| 1Y | -0.9% | +55.9% | -56.8% | -10.8% |
| All | -0.9% | +59.1% | -60.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling