+2,227.2%
WDC vs HCA
+1,721.2%
+506.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.7% |
| 7D | +7.5% | +4.9% | +2.6% | +5.6% |
| 30D | +10.1% | +1.9% | +8.2% | +9.0% |
| 3M | -6.8% | +12.7% | -19.6% | -12.6% |
| 6M | +84.1% | -22.3% | +106.5% | +98.1% |
| YTD | +180.3% | -9.3% | +189.6% | +183.2% |
| 1Y | +411.1% | +2.7% | +408.4% | +388.2% |
| 3Y | +1,375.0% | +57.8% | +1,317.2% | +1,046.7% |
| 5Y | +991.6% | +70.3% | +921.2% | +699.9% |
| 10Y | +1,309.1% | +499.7% | +809.4% | +519.2% |
| All | +2,227.2% | +1,721.2% | +506.0% | +651.6% |
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 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