+576.0%
WMB vs HCA
+1,648.5%
-1,072.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +0.6% | -3.1% | +3.6% | +1.6% |
| 30D | +3.3% | -1.1% | +4.4% | +3.5% |
| 3M | +3.1% | +12.2% | -9.0% | -1.9% |
| 6M | -0.7% | -25.3% | +24.6% | +8.5% |
| YTD | +25.2% | -12.9% | +38.1% | +29.0% |
| 1Y | +32.9% | -0.9% | +33.8% | +30.0% |
| 3Y | +140.6% | +47.6% | +92.9% | +97.0% |
| 5Y | +273.5% | +67.0% | +206.5% | +180.0% |
| 10Y | +334.2% | +471.4% | -137.2% | +87.7% |
| All | +576.0% | +1,648.5% | -1,072.5% | +101.6% |
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