+70.5%
HCA vs IBN
+55.4%
+15.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +2.9% | -5.5% | +8.4% | +4.8% |
| 30D | +2.4% | -3.4% | +5.8% | +3.5% |
| 3M | +13.0% | +8.7% | +4.4% | +10.0% |
| 6M | -21.4% | +3.7% | -25.1% | -22.5% |
| YTD | -9.5% | -2.4% | -7.1% | -9.2% |
| 1Y | +7.5% | -8.1% | +15.6% | +9.6% |
| 3Y | +57.6% | +26.3% | +31.3% | +41.0% |
| All | +70.5% | +55.4% | +15.0% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling