+1,645.7%
HCA vs IBN
+322.4%
+1,323.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | 0.0% |
| 7D | -2.8% | -2.2% | -0.6% | -2.2% |
| 30D | -2.7% | -2.3% | -0.5% | -2.2% |
| 3M | +11.5% | +15.9% | -4.4% | +7.1% |
| 6M | -24.3% | +5.6% | -29.9% | -25.5% |
| YTD | -13.6% | -0.1% | -13.5% | -13.8% |
| 1Y | -3.2% | -6.5% | +3.3% | -1.8% |
| 3Y | +50.4% | +29.3% | +21.1% | +38.1% |
| 5Y | +64.8% | +56.6% | +8.2% | +42.4% |
| 10Y | +456.6% | +314.4% | +142.2% | +254.3% |
| All | +1,645.7% | +322.4% | +1,323.3% | +962.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling