+145.0%
WFC vs HCA
+511.6%
-366.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.5% |
| 7D | +0.4% | +5.4% | -5.1% | -1.5% |
| 30D | +1.5% | +3.0% | -1.4% | +0.3% |
| 3M | +10.2% | +13.0% | -2.8% | +4.9% |
| 6M | +18.8% | -20.3% | +39.1% | +27.7% |
| YTD | -1.5% | -8.2% | +6.7% | 0.0% |
| 1Y | +13.5% | +6.7% | +6.9% | +8.6% |
| 3Y | +135.0% | +60.4% | +74.6% | +85.0% |
| 5Y | +130.1% | +73.4% | +56.6% | +69.0% |
| All | +145.0% | +511.6% | -366.6% | +21.8% |
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