+645.2%
HWM vs HCA
+73.0%
+572.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.9% |
| 7D | -8.0% | +4.9% | -13.0% | -9.3% |
| 30D | -18.0% | +1.9% | -19.9% | -18.5% |
| 3M | -9.5% | +12.7% | -22.2% | -13.0% |
| 6M | -8.4% | -22.3% | +14.0% | -2.0% |
| YTD | +13.6% | -9.3% | +23.0% | +15.9% |
| 1Y | +30.2% | +2.7% | +27.5% | +27.5% |
| 3Y | +392.2% | +57.8% | +334.4% | +307.3% |
| 5Y | +645.2% | +70.3% | +574.9% | +465.0% |
| All | +645.2% | +73.0% | +572.2% | +465.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling