+1,302.3%
SHW vs HCA
+1,635.7%
-333.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.4% |
| 30D | -11.6% | -2.7% | -8.9% | -11.0% |
| 3M | +9.1% | +11.5% | -2.4% | +5.5% |
| 6M | -0.7% | -24.3% | +23.6% | +7.2% |
| YTD | +1.4% | -13.6% | +14.9% | +4.9% |
| 1Y | -12.3% | -3.2% | -9.1% | -12.4% |
| 3Y | +23.4% | +50.4% | -27.0% | +6.7% |
| 5Y | +15.0% | +64.8% | -49.8% | -5.1% |
| 10Y | +278.3% | +456.5% | -178.3% | +118.6% |
| All | +1,302.3% | +1,635.7% | -333.4% | +539.9% |
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