+67.5%
HCA vs WM
+52.1%
+15.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -1.1% | -2.4% | +1.2% | -0.1% |
| 3M | +12.2% | +0.4% | +11.7% | +11.9% |
| 6M | -25.3% | -9.5% | -15.9% | -22.1% |
| YTD | -12.9% | +0.5% | -13.4% | -13.5% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.1% |
| 3Y | +47.6% | +46.0% | +1.6% | +15.4% |
| All | +67.5% | +52.1% | +15.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling