+498.2%
HCA vs IBN
+324.2%
+174.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | +5.4% | -3.0% | +8.4% | +6.3% |
| 30D | +3.0% | -1.5% | +4.5% | +3.4% |
| 3M | +13.0% | +7.9% | +5.1% | +10.6% |
| 6M | -20.3% | +8.6% | -28.9% | -22.2% |
| YTD | -8.2% | -0.6% | -7.7% | -8.4% |
| 1Y | +6.7% | -7.3% | +14.0% | +8.5% |
| 3Y | +60.4% | +26.2% | +34.2% | +47.7% |
| 5Y | +73.4% | +57.8% | +15.6% | +48.6% |
| All | +498.2% | +324.2% | +174.0% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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