+720.9%
WMT vs HCA
+1,718.5%
-997.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -2.5% | +2.9% | -5.4% | -2.8% |
| 30D | -6.4% | +2.4% | -8.8% | -6.7% |
| 3M | -12.1% | +13.0% | -25.2% | -13.5% |
| 6M | -15.0% | -21.4% | +6.4% | -12.8% |
| YTD | -4.5% | -9.5% | +5.0% | -3.7% |
| 1Y | +6.2% | +7.5% | -1.3% | +4.9% |
| 3Y | +99.9% | +57.6% | +42.3% | +88.0% |
| 5Y | +131.4% | +71.1% | +60.3% | +113.6% |
| 10Y | +433.2% | +498.8% | -65.6% | +326.7% |
| All | +720.9% | +1,718.5% | -997.7% | +482.1% |
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