+474.1%
HCA vs SW
+147.8%
+326.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.1% | -5.1% | +2.0% | -2.8% |
| 30D | -1.1% | -4.6% | +3.5% | -0.9% |
| 3M | +12.2% | +9.4% | +2.8% | +11.5% |
| 6M | -25.3% | +3.5% | -28.9% | -25.7% |
| YTD | -12.9% | +22.0% | -35.0% | -14.1% |
| 1Y | -0.9% | +2.2% | -3.1% | -1.5% |
| 3Y | +47.6% | +19.6% | +28.0% | +44.7% |
| 5Y | +67.0% | -2.3% | +69.3% | +62.5% |
| All | +474.1% | +147.8% | +326.4% | +449.8% |
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