+122.0%
HCA vs W
+161.9%
-39.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.8% | +0.2% | +0.7% | +0.8% |
| 30D | +6.1% | +6.8% | -0.7% | +5.7% |
| 3M | +21.4% | +10.7% | +10.8% | +20.7% |
| 6M | +17.2% | +86.3% | -69.2% | +12.5% |
| YTD | +7.5% | +11.5% | -4.0% | +5.9% |
| 1Y | +6.2% | +5.1% | +1.1% | +4.9% |
| 3Y | +122.0% | +171.0% | -49.0% | +102.5% |
| All | +122.0% | +161.9% | -39.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling