+1,729.1%
HCA vs IEF
+38.0%
+1,691.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.5% |
| 7D | +2.9% | -1.2% | +4.1% | +2.5% |
| 30D | +2.4% | -1.5% | +3.8% | +1.8% |
| 3M | +13.0% | -1.7% | +14.7% | +12.3% |
| 6M | -21.4% | -3.5% | -17.9% | -22.5% |
| YTD | -9.5% | -2.6% | -6.8% | -10.4% |
| 1Y | +7.5% | -2.4% | +9.9% | +6.5% |
| 3Y | +57.6% | +8.9% | +48.7% | +64.1% |
| 5Y | +71.1% | -9.2% | +80.4% | +46.6% |
| 10Y | +498.8% | +3.9% | +494.9% | +493.4% |
| All | +1,729.1% | +38.0% | +1,691.1% | +2,379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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