+238.5%
HCA vs TW
+209.8%
+28.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.9% | -2.7% | +5.7% | +3.8% |
| 30D | +2.4% | -1.7% | +4.1% | +2.9% |
| 3M | +13.0% | +1.6% | +11.5% | +12.1% |
| 6M | -21.4% | -17.7% | -3.7% | -17.1% |
| YTD | -9.5% | -4.3% | -5.1% | -9.3% |
| 1Y | +7.5% | -13.1% | +20.6% | +10.8% |
| 3Y | +57.6% | +20.3% | +37.3% | +40.8% |
| 5Y | +71.1% | +22.0% | +49.2% | +48.7% |
| All | +238.5% | +209.8% | +28.7% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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