+1,754.0%
HCA vs IFF
+107.5%
+1,646.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +5.4% | -3.2% | +8.6% | +6.7% |
| 30D | +3.0% | -0.3% | +3.3% | +3.0% |
| 3M | +13.0% | +8.4% | +4.6% | +9.2% |
| 6M | -20.3% | +23.0% | -43.3% | -27.5% |
| YTD | -8.2% | +25.5% | -33.7% | -17.7% |
| 1Y | +6.7% | +29.1% | -22.4% | -5.8% |
| 3Y | +60.4% | +31.7% | +28.7% | +36.2% |
| 5Y | +73.4% | -35.2% | +108.7% | +92.2% |
| 10Y | +506.9% | -20.7% | +527.6% | +469.2% |
| All | +1,754.0% | +107.5% | +1,646.5% | +812.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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