+7.0%
WMT vs HCA
-0.5%
+7.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.9% | -3.1% | +7.0% | +4.5% |
| 30D | -4.4% | -1.1% | -3.3% | -4.2% |
| 3M | -8.8% | +12.2% | -20.9% | -10.8% |
| 6M | -15.6% | -25.3% | +9.7% | -11.9% |
| YTD | -3.2% | -12.9% | +9.7% | -0.6% |
| 1Y | +7.0% | -0.9% | +8.0% | +4.5% |
| All | +7.0% | -0.5% | +7.6% | +4.5% |
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