+1,754.0%
HCA vs IJR
+398.1%
+1,355.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.0% |
| 7D | +5.4% | -2.2% | +7.6% | +7.1% |
| 30D | +3.0% | -4.6% | +7.6% | +6.5% |
| 3M | +13.0% | +0.2% | +12.8% | +12.5% |
| 6M | -20.3% | +14.7% | -35.0% | -28.4% |
| YTD | -8.2% | +18.9% | -27.1% | -20.0% |
| 1Y | +6.7% | +19.9% | -13.2% | -8.1% |
| 3Y | +60.4% | +53.0% | +7.4% | +9.6% |
| 5Y | +73.4% | +40.9% | +32.6% | +25.3% |
| 10Y | +506.9% | +171.1% | +335.8% | +152.5% |
| All | +1,754.0% | +398.1% | +1,355.9% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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