+2,107.8%
HCA vs SW
+444.0%
+1,663.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +6.1% | +4.7% | +1.5% | +5.9% |
| 30D | +17.4% | +5.0% | +12.4% | +17.1% |
| 3M | +24.1% | -7.3% | +31.4% | +24.5% |
| 6M | +18.8% | +15.0% | +3.8% | +18.0% |
| YTD | +9.3% | +18.5% | -9.2% | +8.3% |
| 1Y | +8.0% | +27.1% | -19.2% | +6.7% |
| 3Y | +124.9% | +49.3% | +75.6% | +119.9% |
| 5Y | +113.2% | -1.6% | +114.8% | +109.0% |
| 10Y | +628.6% | +185.4% | +443.2% | +594.5% |
| All | +2,107.8% | +444.0% | +1,663.7% | +2,098.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling