+327.2%
WFC vs HCA
+1,721.2%
-1,394.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.4% |
| 7D | +0.4% | +4.9% | -4.5% | -1.1% |
| 30D | +2.5% | +1.9% | +0.6% | +1.7% |
| 3M | +10.0% | +12.7% | -2.8% | +5.4% |
| 6M | +15.1% | -22.3% | +37.4% | +23.6% |
| YTD | -2.2% | -9.3% | +7.1% | -0.4% |
| 1Y | +13.5% | +2.7% | +10.7% | +10.6% |
| 3Y | +135.2% | +57.8% | +77.4% | +93.8% |
| 5Y | +128.3% | +70.3% | +58.0% | +78.3% |
| 10Y | +142.4% | +499.7% | -357.3% | +27.2% |
| All | +327.2% | +1,721.2% | -1,394.0% | +51.0% |
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 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