+1,754.0%
HCA vs ITW
+602.5%
+1,151.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.7% |
| 7D | +5.4% | -0.7% | +6.1% | +5.8% |
| 30D | +3.0% | -8.3% | +11.3% | +8.2% |
| 3M | +13.0% | +6.0% | +7.0% | +9.1% |
| 6M | -20.3% | 0.0% | -20.2% | -20.5% |
| YTD | -8.2% | +10.2% | -18.5% | -13.9% |
| 1Y | +6.7% | +3.2% | +3.5% | +3.7% |
| 3Y | +60.4% | +21.0% | +39.4% | +39.4% |
| 5Y | +73.4% | +37.9% | +35.5% | +37.7% |
| 10Y | +506.9% | +193.2% | +313.7% | +218.0% |
| All | +1,754.0% | +602.5% | +1,151.4% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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