+390.3%
HWM vs HCA
+57.7%
+332.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.4% |
| 7D | -8.0% | +4.9% | -13.0% | -8.8% |
| 30D | -18.0% | +1.9% | -19.9% | -18.3% |
| 3M | -9.5% | +12.7% | -22.2% | -11.7% |
| 6M | -8.4% | -22.3% | +14.0% | -4.7% |
| YTD | +13.6% | -9.3% | +23.0% | +15.2% |
| 1Y | +30.2% | +2.7% | +27.5% | +29.2% |
| All | +390.3% | +57.7% | +332.6% | +332.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling