+606.4%
SCHW vs HCA
+1,718.5%
-1,112.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.8% | +2.9% | -5.7% | -3.7% |
| 30D | -0.1% | +2.4% | -2.4% | -0.9% |
| 3M | +20.6% | +13.0% | +7.5% | +15.4% |
| 6M | +15.9% | -21.4% | +37.3% | +24.5% |
| YTD | +8.5% | -9.5% | +18.0% | +10.6% |
| 1Y | +17.8% | +7.5% | +10.3% | +12.9% |
| 3Y | +88.5% | +57.6% | +30.9% | +54.6% |
| 5Y | +60.6% | +71.1% | -10.5% | +24.4% |
| 10Y | +298.0% | +498.8% | -200.7% | +92.0% |
| All | +606.4% | +1,718.5% | -1,112.2% | +117.2% |
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