+114.5%
HCA vs SW
-2.3%
+116.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.8% | -2.9% | +3.8% | +1.0% |
| 30D | +6.1% | +5.0% | +1.1% | +5.7% |
| 3M | +21.4% | -13.7% | +35.1% | +22.6% |
| 6M | +17.2% | +8.0% | +9.2% | +16.4% |
| YTD | +7.5% | +14.0% | -6.5% | +6.3% |
| 1Y | +6.2% | +25.6% | -19.5% | +4.4% |
| 3Y | +122.0% | +40.1% | +81.9% | +115.2% |
| All | +114.5% | -2.3% | +116.9% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling