+71.1%
HCA vs WING
-35.5%
+106.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +2.4% | -0.5% | +2.8% | +2.2% |
| 3M | +13.0% | -23.9% | +36.9% | +16.0% |
| 6M | -21.4% | -48.9% | +27.5% | -15.8% |
| YTD | -9.5% | -53.3% | +43.9% | -2.8% |
| 1Y | +7.5% | -60.3% | +67.8% | +17.4% |
| 3Y | +57.6% | -30.1% | +87.7% | +46.8% |
| 5Y | +71.1% | -36.2% | +107.3% | +50.5% |
| All | +71.1% | -35.5% | +106.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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