+127.9%
WFC vs HCA
+69.0%
+58.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | +2.9% | -2.6% | -0.4% |
| 30D | +2.3% | +2.4% | -0.1% | +1.6% |
| 3M | +9.8% | +13.0% | -3.3% | +6.3% |
| 6M | +15.6% | -21.4% | +36.9% | +21.7% |
| YTD | -2.4% | -9.5% | +7.0% | -1.1% |
| 1Y | +13.8% | +7.5% | +6.3% | +10.1% |
| 3Y | +134.6% | +57.6% | +77.0% | +96.7% |
| 5Y | +127.9% | +71.1% | +56.8% | +74.0% |
| All | +127.9% | +69.0% | +58.9% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling