+2,094.4%
HCA vs WM
+828.1%
+1,266.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +9.0% | +1.2% | +7.8% | +8.3% |
| 30D | +11.8% | +13.7% | -1.8% | +3.7% |
| 3M | +22.1% | +5.2% | +16.8% | +18.2% |
| 6M | +16.4% | +11.2% | +5.2% | +9.0% |
| YTD | +8.6% | +9.4% | -0.8% | +2.1% |
| 1Y | +10.6% | +20.4% | -9.8% | -1.9% |
| 3Y | +121.7% | +44.7% | +77.0% | +71.4% |
| 5Y | +114.5% | +58.5% | +56.0% | +55.1% |
| 10Y | +657.1% | +326.4% | +330.7% | +205.8% |
| All | +2,094.4% | +828.1% | +1,266.3% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling