+657.1%
HCA vs SW
+184.4%
+472.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +9.0% | +2.2% | +6.8% | +8.9% |
| 30D | +11.8% | +7.4% | +4.4% | +11.3% |
| 3M | +22.1% | -5.9% | +28.0% | +22.4% |
| 6M | +16.4% | +9.0% | +7.4% | +15.6% |
| YTD | +8.6% | +18.1% | -9.5% | +7.4% |
| 1Y | +10.6% | +28.7% | -18.1% | +8.8% |
| 3Y | +121.7% | +48.8% | +72.9% | +115.1% |
| 5Y | +114.5% | +2.5% | +112.0% | +108.4% |
| 10Y | +657.1% | +184.4% | +472.7% | +634.1% |
| All | +657.1% | +184.4% | +472.7% | +634.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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