+60.4%
HCA vs NWSA
+43.3%
+17.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | -2.8% | +8.2% | +6.1% |
| 30D | +3.0% | +3.0% | -0.1% | +2.3% |
| 3M | +13.0% | +12.3% | +0.7% | +10.2% |
| 6M | -20.3% | +21.9% | -42.1% | -23.5% |
| YTD | -8.2% | +13.6% | -21.8% | -10.8% |
| 1Y | +6.7% | +0.5% | +6.2% | +6.4% |
| 3Y | +60.4% | +43.8% | +16.6% | +41.8% |
| All | +60.4% | +43.3% | +17.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling