+490.2%
HCA vs IBB
+125.2%
+365.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.5% |
| 7D | +2.9% | -5.2% | +8.2% | +5.7% |
| 30D | +2.4% | +1.5% | +0.9% | +1.3% |
| 3M | +13.0% | +22.1% | -9.1% | +1.9% |
| 6M | -21.4% | +17.7% | -39.1% | -28.0% |
| YTD | -9.5% | +20.2% | -29.6% | -18.3% |
| 1Y | +7.5% | +44.4% | -36.9% | -12.1% |
| 3Y | +57.6% | +61.1% | -3.5% | +19.3% |
| 5Y | +71.1% | +18.5% | +52.6% | +50.8% |
| All | +490.2% | +125.2% | +365.0% | +288.3% |
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