+652.7%
HCA vs SW
+179.5%
+473.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.9% |
| 7D | -1.3% | -3.0% | +1.6% | -1.2% |
| 30D | +8.7% | +4.2% | +4.5% | +8.4% |
| 3M | +21.0% | -11.5% | +32.5% | +21.8% |
| 6M | +17.0% | +8.6% | +8.4% | +16.3% |
| YTD | +7.8% | +15.0% | -7.2% | +6.8% |
| 1Y | +6.4% | +25.7% | -19.2% | +4.9% |
| 3Y | +120.0% | +44.8% | +75.2% | +113.9% |
| 5Y | +112.9% | -1.7% | +114.6% | +107.3% |
| All | +652.7% | +179.5% | +473.2% | +622.9% |
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