-0.9%
HCA vs WY
-4.5%
+3.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -3.1% | -1.7% | -1.3% | -2.8% |
| 30D | -1.1% | -10.1% | +9.0% | +0.6% |
| 3M | +12.2% | -5.1% | +17.3% | +12.9% |
| 6M | -25.3% | -4.8% | -20.6% | -24.9% |
| YTD | -12.9% | -0.2% | -12.7% | -13.1% |
| 1Y | -0.9% | -6.6% | +5.7% | +2.5% |
| All | -0.9% | -4.5% | +3.6% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling