+471.5%
HCA vs WM
+305.7%
+165.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | -2.8% | -0.9% | -1.9% | -2.3% |
| 30D | -2.7% | -4.3% | +1.6% | -0.2% |
| 3M | +11.5% | +0.8% | +10.7% | +10.8% |
| 6M | -24.3% | -10.8% | -13.5% | -19.4% |
| YTD | -13.6% | -0.1% | -13.5% | -14.2% |
| 1Y | -3.2% | +1.0% | -4.2% | -4.8% |
| 3Y | +50.4% | +45.1% | +5.3% | +14.0% |
| 5Y | +64.8% | +52.1% | +12.7% | +19.8% |
| All | +471.5% | +305.7% | +165.8% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling