+1,073.5%
HCA vs NWSA
+120.6%
+952.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +2.9% | -4.8% | +7.7% | +4.6% |
| 30D | +2.4% | +3.0% | -0.6% | +1.4% |
| 3M | +13.0% | +9.3% | +3.7% | +9.5% |
| 6M | -21.4% | +23.2% | -44.6% | -27.0% |
| YTD | -9.5% | +13.3% | -22.8% | -13.9% |
| 1Y | +7.5% | +2.9% | +4.6% | +5.3% |
| 3Y | +57.6% | +43.3% | +14.3% | +35.0% |
| 5Y | +71.1% | +40.9% | +30.2% | +43.5% |
| 10Y | +498.8% | +148.1% | +350.7% | +280.9% |
| All | +1,073.5% | +120.6% | +952.9% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling