+537.7%
WMB vs HCA
+2,065.5%
-1,527.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | +8.1% | -1.3% | +9.4% | +8.6% |
| 30D | -6.9% | +8.7% | -15.5% | -10.0% |
| 3M | -5.1% | +21.0% | -26.1% | -11.9% |
| 6M | -5.7% | +17.0% | -22.7% | -12.1% |
| YTD | +18.1% | +7.8% | +10.2% | +12.3% |
| 1Y | +18.4% | +6.4% | +12.0% | +13.0% |
| 3Y | +122.7% | +120.0% | +2.7% | +57.1% |
| 5Y | +202.0% | +112.9% | +89.2% | +107.1% |
| 10Y | +283.8% | +678.2% | -394.4% | +49.1% |
| All | +537.7% | +2,065.5% | -1,527.8% | +75.4% |
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