+280.4%
SHW vs HCA
+511.6%
-231.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | -3.1% | +5.4% | -8.5% | -5.0% |
| 30D | -10.0% | +3.0% | -13.0% | -11.1% |
| 3M | +2.3% | +13.0% | -10.8% | -2.4% |
| 6M | +0.7% | -20.3% | +20.9% | +8.2% |
| YTD | +0.5% | -8.2% | +8.7% | +2.4% |
| 1Y | -11.5% | +6.7% | -18.2% | -14.9% |
| 3Y | +21.3% | +60.4% | -39.0% | -1.3% |
| 5Y | +12.5% | +73.4% | -60.9% | -13.6% |
| All | +280.4% | +511.6% | -231.2% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling