+1,658.7%
HCA vs SW
+460.1%
+1,198.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.1% | -5.1% | +2.0% | -2.8% |
| 30D | -1.1% | -4.6% | +3.5% | -0.9% |
| 3M | +12.2% | +9.4% | +2.8% | +11.6% |
| 6M | -25.3% | +3.5% | -28.9% | -25.6% |
| YTD | -12.9% | +22.0% | -35.0% | -13.8% |
| 1Y | -0.9% | +2.2% | -3.1% | -1.3% |
| 3Y | +47.6% | +19.6% | +28.0% | +45.4% |
| 5Y | +67.0% | -2.3% | +69.3% | +63.6% |
| 10Y | +471.4% | +181.4% | +290.1% | +444.3% |
| All | +1,658.7% | +460.1% | +1,198.5% | +1,649.4% |
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