+74.7%
HCA vs IOT
+54.1%
+20.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +5.4% | -4.5% | +9.9% | +5.7% |
| 30D | +3.0% | -2.4% | +5.4% | +3.1% |
| 3M | +13.0% | +19.0% | -5.9% | +11.9% |
| 6M | -20.3% | +19.6% | -39.9% | -21.3% |
| YTD | -8.2% | +8.3% | -16.5% | -9.1% |
| 1Y | +6.7% | -0.8% | +7.5% | +6.0% |
| 3Y | +60.4% | +24.4% | +36.0% | +52.7% |
| All | +74.7% | +54.1% | +20.6% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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