+2,053.4%
HCA vs WM
+823.8%
+1,229.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.3% |
| 7D | +4.6% | +1.2% | +3.4% | +3.9% |
| 30D | +12.7% | +13.1% | -0.4% | +4.8% |
| 3M | +21.3% | +3.6% | +17.7% | +18.5% |
| 6M | +15.7% | +8.1% | +7.6% | +10.1% |
| YTD | +6.6% | +8.9% | -2.3% | +0.5% |
| 1Y | +5.7% | +20.3% | -14.6% | -6.2% |
| 3Y | +119.2% | +46.2% | +73.1% | +68.4% |
| 5Y | +107.9% | +59.9% | +48.0% | +49.5% |
| 10Y | +610.7% | +345.6% | +265.1% | +180.0% |
| All | +2,053.4% | +823.8% | +1,229.7% | +413.1% |
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 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