+5.7%
HCA vs SW
+26.7%
-21.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | +4.6% | +2.3% | +2.3% | +4.3% |
| 30D | +12.7% | +6.8% | +5.9% | +11.6% |
| 3M | +21.3% | -5.2% | +26.5% | +22.1% |
| 6M | +15.7% | +7.4% | +8.3% | +14.1% |
| YTD | +6.6% | +17.4% | -10.8% | +5.2% |
| 1Y | +5.7% | +27.1% | -21.4% | +5.3% |
| All | +5.7% | +26.7% | -21.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling