+24.9%
HWM vs HCA
+8.6%
+16.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.5% |
| 7D | -11.4% | +5.4% | -16.9% | -12.3% |
| 30D | -18.5% | +3.0% | -21.4% | -19.0% |
| 3M | -13.2% | +13.0% | -26.2% | -15.6% |
| 6M | -8.7% | -20.3% | +11.6% | -5.5% |
| YTD | +12.2% | -8.2% | +20.4% | +14.5% |
| 1Y | +24.9% | +6.7% | +18.2% | +26.1% |
| All | +24.9% | +8.6% | +16.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling