+534.5%
WMB vs HCA
+2,058.6%
-1,524.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +7.8% | +0.8% | +7.0% | +7.5% |
| 30D | -5.1% | +6.1% | -11.2% | -7.5% |
| 3M | -4.7% | +21.4% | -26.1% | -11.7% |
| 6M | -7.4% | +17.2% | -24.6% | -13.8% |
| YTD | +17.5% | +7.5% | +10.0% | +11.8% |
| 1Y | +19.5% | +6.2% | +13.3% | +14.1% |
| 3Y | +121.3% | +122.0% | -0.7% | +55.5% |
| 5Y | +200.5% | +112.2% | +88.3% | +106.3% |
| 10Y | +281.9% | +675.7% | -393.8% | +48.5% |
| All | +534.5% | +2,058.6% | -1,524.1% | +74.7% |
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 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