+498.2%
HCA vs GWW
+570.2%
-72.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.4% | -3.4% | +8.8% | +6.8% |
| 30D | +3.0% | -1.9% | +4.9% | +3.7% |
| 3M | +13.0% | -2.4% | +15.4% | +13.8% |
| 6M | -20.3% | +15.7% | -36.0% | -25.0% |
| YTD | -8.2% | +27.6% | -35.8% | -17.4% |
| 1Y | +6.7% | +27.2% | -20.5% | -4.1% |
| 3Y | +60.4% | +89.7% | -29.3% | +19.2% |
| 5Y | +73.4% | +223.9% | -150.5% | +0.2% |
| All | +498.2% | +570.2% | -72.0% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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