+113.2%
WDC vs HCA
+11.2%
+102.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +10.3% | -17.1% | -3.7% |
| 7D | -18.3% | +10.2% | -28.6% | -15.7% |
| 30D | -26.7% | +17.4% | -44.1% | -23.0% |
| 3M | -40.9% | +27.7% | -68.6% | -36.4% |
| 6M | -26.8% | +20.0% | -46.8% | -17.8% |
| YTD | +88.2% | +10.0% | +78.2% | +117.9% |
| 1Y | +113.2% | +9.0% | +104.2% | +143.2% |
| All | +113.2% | +11.2% | +102.0% | +143.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling