+72.8%
HCA vs BWA
+87.2%
-14.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +5.4% | -1.3% | +6.7% | +5.8% |
| 30D | +3.0% | -2.9% | +5.9% | +3.6% |
| 3M | +13.0% | -10.7% | +23.7% | +16.0% |
| 6M | -20.3% | +26.5% | -46.7% | -26.6% |
| YTD | -8.2% | +49.1% | -57.3% | -20.4% |
| 1Y | +6.7% | +52.1% | -45.4% | -8.3% |
| 3Y | +60.4% | +72.6% | -12.2% | +29.6% |
| All | +72.8% | +87.2% | -14.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling