+10.5%
SHW vs HCA
+69.0%
-58.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.5% | +2.9% | -7.4% | -5.5% |
| 30D | -12.7% | +2.4% | -15.1% | -13.5% |
| 3M | +4.7% | +13.0% | -8.4% | +0.1% |
| 6M | -3.4% | -21.4% | +18.0% | +3.8% |
| YTD | -1.3% | -9.5% | +8.1% | +0.8% |
| 1Y | -10.4% | +7.5% | -17.9% | -14.2% |
| 3Y | +20.1% | +57.6% | -37.5% | -2.3% |
| 5Y | +10.5% | +71.1% | -60.6% | -18.6% |
| All | +10.5% | +69.0% | -58.5% | -18.6% |
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