+1,474.6%
HWM vs HCA
+675.7%
+798.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +7.3% | +0.8% | +6.5% | +6.9% |
| 30D | +1.6% | +6.1% | -4.5% | -1.7% |
| 3M | -21.9% | +21.4% | -43.3% | -29.1% |
| 6M | -19.0% | +17.2% | -36.2% | -26.0% |
| YTD | +7.9% | +7.5% | +0.5% | +1.9% |
| 1Y | +9.9% | +6.2% | +3.8% | +4.2% |
| 3Y | +342.1% | +122.0% | +220.1% | +177.8% |
| 5Y | +600.8% | +112.2% | +488.6% | +329.1% |
| All | +1,474.6% | +675.7% | +798.9% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 10y: compounded portfolio wealth divided by compounded HCA 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…
10y analysis · Full analysis span regression · 6 months rolling