+6.7%
HCA vs WY
-9.1%
+15.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +5.4% | -4.2% | +9.6% | +6.0% |
| 30D | +3.0% | -10.1% | +13.1% | +4.5% |
| 3M | +13.0% | -8.5% | +21.5% | +14.2% |
| 6M | -20.3% | -3.3% | -16.9% | -19.4% |
| YTD | -8.2% | -4.4% | -3.8% | -7.6% |
| 1Y | +6.7% | -11.5% | +18.2% | +8.6% |
| All | +6.7% | -9.1% | +15.8% | +8.6% |
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