+1,773.8%
HWM vs HCA
+469.3%
+1,304.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | 0.0% |
| 7D | -2.1% | -3.1% | +1.0% | -0.7% |
| 30D | -11.0% | -1.1% | -9.9% | -10.7% |
| 3M | +4.0% | +12.2% | -8.1% | -2.1% |
| 6M | -0.2% | -25.3% | +25.1% | +12.7% |
| YTD | +26.7% | -12.9% | +39.6% | +32.6% |
| 1Y | +44.7% | -0.9% | +45.7% | +41.7% |
| 3Y | +426.1% | +47.6% | +378.5% | +308.2% |
| 5Y | +738.5% | +67.0% | +671.5% | +483.4% |
| All | +1,773.8% | +469.3% | +1,304.5% | +656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling