-0.9%
HCA vs IAG
+119.5%
-120.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -3.1% | -0.5% | -2.5% | -3.0% |
| 30D | -1.1% | +28.9% | -30.0% | -1.6% |
| 3M | +12.2% | +19.1% | -7.0% | +11.7% |
| 6M | -25.3% | -10.3% | -15.1% | -25.9% |
| YTD | -12.9% | +24.2% | -37.1% | -12.7% |
| 1Y | -0.9% | +116.5% | -117.4% | +6.3% |
| All | -0.9% | +119.5% | -120.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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