-22.3%
HCA vs IAG
-1.2%
-21.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.8% |
| 30D | +1.9% | +11.4% | -9.6% | +1.2% |
| 3M | +12.7% | +33.0% | -20.3% | +10.6% |
| 6M | -22.3% | -6.0% | -16.4% | -21.7% |
| All | -22.3% | -1.2% | -21.1% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling