+122.4%
WMB vs HCA
+119.4%
+3.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +0.8% |
| 7D | +8.1% | -1.3% | +9.4% | +8.1% |
| 30D | -6.9% | +8.7% | -15.5% | -6.9% |
| 3M | -5.1% | +21.0% | -26.1% | -5.6% |
| 6M | -5.7% | +17.0% | -22.7% | -5.9% |
| YTD | +18.1% | +7.8% | +10.2% | +18.4% |
| 1Y | +18.4% | +6.4% | +12.0% | +18.9% |
| All | +122.4% | +119.4% | +3.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling