+6.7%
HCA vs IAG
+86.2%
-79.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +5.4% | -1.1% | +6.5% | +5.4% |
| 30D | +3.0% | +12.1% | -9.1% | +2.7% |
| 3M | +13.0% | +25.5% | -12.5% | +12.3% |
| 6M | -20.3% | -7.1% | -13.2% | -20.6% |
| YTD | -8.2% | +22.9% | -31.1% | -8.5% |
| 1Y | +6.7% | +83.3% | -76.6% | +5.7% |
| All | +6.7% | +86.2% | -79.5% | +5.7% |
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