+1,729.1%
HCA vs GWW
+1,099.3%
+629.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +2.9% | -3.1% | +6.1% | +4.2% |
| 30D | +2.4% | -2.3% | +4.7% | +3.3% |
| 3M | +13.0% | -3.3% | +16.4% | +14.2% |
| 6M | -21.4% | +15.4% | -36.8% | -25.9% |
| YTD | -9.5% | +26.7% | -36.2% | -18.2% |
| 1Y | +7.5% | +29.0% | -21.4% | -3.7% |
| 3Y | +57.6% | +89.0% | -31.4% | +18.1% |
| 5Y | +71.1% | +221.8% | -150.7% | +1.0% |
| 10Y | +498.8% | +562.7% | -63.9% | +165.6% |
| All | +1,729.1% | +1,099.3% | +629.8% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling