+34.8%
WBD vs HCA
+1,721.2%
-1,686.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -2.4% |
| 7D | -1.7% | +4.9% | -6.6% | -3.3% |
| 30D | +3.9% | +1.9% | +2.0% | +3.1% |
| 3M | +5.1% | +12.7% | -7.7% | +0.3% |
| 6M | +0.6% | -22.3% | +22.9% | +8.2% |
| YTD | -3.2% | -9.3% | +6.2% | -1.7% |
| 1Y | +127.7% | +2.7% | +124.9% | +120.5% |
| 3Y | +146.6% | +57.8% | +88.7% | +101.4% |
| 5Y | +4.2% | +70.3% | -66.2% | -18.9% |
| 10Y | +13.7% | +499.7% | -486.0% | -43.3% |
| All | +34.8% | +1,721.2% | -1,686.4% | -51.9% |
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