+113.2%
HCA vs SW
-1.6%
+114.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +6.1% | +4.7% | +1.5% | +5.8% |
| 30D | +17.4% | +5.0% | +12.4% | +17.0% |
| 3M | +24.1% | -7.3% | +31.4% | +24.7% |
| 6M | +18.8% | +15.0% | +3.8% | +17.5% |
| YTD | +9.3% | +18.5% | -9.2% | +7.8% |
| 1Y | +8.0% | +27.1% | -19.2% | +6.1% |
| 3Y | +124.9% | +49.3% | +75.6% | +117.1% |
| 5Y | +113.2% | -1.6% | +114.8% | +99.8% |
| All | +113.2% | -1.6% | +114.8% | +99.8% |
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 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