+1,658.7%
HCA vs WM
+752.5%
+906.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -1.1% | -2.4% | +1.2% | +0.2% |
| 3M | +12.2% | +0.4% | +11.7% | +11.8% |
| 6M | -25.3% | -9.5% | -15.9% | -21.3% |
| YTD | -12.9% | +0.5% | -13.4% | -13.8% |
| 1Y | -0.9% | -1.1% | +0.2% | -1.4% |
| 3Y | +47.6% | +46.0% | +1.6% | +12.9% |
| 5Y | +67.0% | +51.8% | +15.2% | +23.7% |
| 10Y | +471.4% | +307.5% | +163.9% | +137.3% |
| All | +1,658.7% | +752.5% | +906.2% | +340.1% |
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