+72.8%
HCA vs IJH
+48.0%
+24.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +5.4% | -1.9% | +7.3% | +6.6% |
| 30D | +3.0% | -4.6% | +7.6% | +5.9% |
| 3M | +13.0% | -1.2% | +14.2% | +13.6% |
| 6M | -20.3% | +9.4% | -29.7% | -25.0% |
| YTD | -8.2% | +13.3% | -21.6% | -15.9% |
| 1Y | +6.7% | +13.4% | -6.7% | -2.5% |
| 3Y | +60.4% | +50.4% | +9.9% | +15.2% |
| All | +72.8% | +48.0% | +24.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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