+342.1%
HWM vs HCA
+118.7%
+223.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +7.3% | +0.8% | +6.5% | +7.2% |
| 30D | +1.6% | +6.1% | -4.5% | +0.6% |
| 3M | -21.9% | +21.4% | -43.3% | -24.5% |
| 6M | -19.0% | +17.2% | -36.2% | -21.5% |
| YTD | +7.9% | +7.5% | +0.5% | +6.2% |
| 1Y | +9.9% | +6.2% | +3.8% | +8.4% |
| 3Y | +342.1% | +122.0% | +220.1% | +262.3% |
| All | +342.1% | +118.7% | +223.5% | +262.3% |
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