+27.9%
WMB vs HCA
+2.1%
+25.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -1.7% | +2.9% | -4.6% | -1.6% |
| 30D | +0.7% | +2.4% | -1.7% | +0.8% |
| 3M | +1.5% | +13.0% | -11.5% | +1.6% |
| 6M | +0.1% | -21.4% | +21.4% | +2.2% |
| YTD | +22.9% | -9.5% | +32.4% | +24.2% |
| 1Y | +27.9% | +7.5% | +20.3% | +22.7% |
| All | +27.9% | +2.1% | +25.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling