+572.4%
HCA vs SW
+182.7%
+389.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.4% |
| 7D | +4.6% | +2.3% | +2.3% | +4.5% |
| 30D | +12.7% | +6.8% | +5.9% | +12.3% |
| 3M | +21.3% | -5.2% | +26.5% | +21.6% |
| 6M | +15.7% | +7.4% | +8.3% | +15.1% |
| YTD | +6.6% | +17.4% | -10.8% | +5.4% |
| 1Y | +5.7% | +27.1% | -21.4% | +4.1% |
| 3Y | +119.2% | +47.9% | +71.4% | +112.9% |
| 5Y | +107.9% | -2.6% | +110.5% | +102.5% |
| All | +572.4% | +182.7% | +389.7% | +546.1% |
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