+135.9%
WMT vs HCA
+71.9%
+64.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.1% |
| 7D | 0.0% | +5.4% | -5.4% | -0.8% |
| 30D | -7.4% | +3.0% | -10.4% | -7.9% |
| 3M | -10.9% | +13.0% | -23.9% | -12.7% |
| 6M | -12.7% | -20.3% | +7.6% | -9.9% |
| YTD | -3.2% | -8.2% | +5.0% | -2.3% |
| 1Y | +5.3% | +6.7% | -1.4% | +3.6% |
| 3Y | +101.9% | +60.4% | +41.5% | +85.7% |
| All | +135.9% | +71.9% | +64.0% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling