+650.3%
HCA vs IBB
+126.8%
+523.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | +6.1% | +4.6% | +1.5% | +3.6% |
| 3M | +21.4% | +6.8% | +14.6% | +16.6% |
| 6M | +17.2% | +23.1% | -5.9% | +4.2% |
| YTD | +7.5% | +26.0% | -18.6% | -6.2% |
| 1Y | +6.2% | +30.4% | -24.2% | -9.1% |
| 3Y | +122.0% | +85.4% | +36.6% | +52.5% |
| 5Y | +112.2% | +39.7% | +72.4% | +69.4% |
| All | +650.3% | +126.8% | +523.5% | +336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling