+1,188.5%
WDC vs HCA
+511.6%
+677.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.5% |
| 7D | -4.3% | +5.4% | -9.7% | -6.3% |
| 30D | -1.5% | +3.0% | -4.5% | -2.9% |
| 3M | -15.5% | +13.0% | -28.5% | -21.2% |
| 6M | +66.5% | -20.3% | +86.7% | +78.8% |
| YTD | +159.9% | -8.2% | +168.1% | +161.9% |
| 1Y | +366.0% | +6.7% | +359.3% | +336.0% |
| 3Y | +1,285.8% | +60.4% | +1,225.4% | +929.4% |
| 5Y | +925.6% | +73.4% | +852.1% | +607.1% |
| All | +1,188.5% | +511.6% | +677.0% | +447.4% |
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