+656.7%
HCA vs IP
+31.6%
+625.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.1% |
| 7D | +7.9% | -3.0% | +11.0% | +9.0% |
| 30D | +11.9% | +10.6% | +1.3% | +8.2% |
| 3M | +22.4% | -13.6% | +35.9% | +27.7% |
| 6M | +16.5% | +10.4% | +6.0% | +11.3% |
| YTD | +8.7% | -6.5% | +15.2% | +8.3% |
| 1Y | +6.7% | -2.1% | +8.8% | +4.2% |
| 3Y | +127.0% | +22.0% | +105.0% | +85.7% |
| 5Y | +113.9% | -9.7% | +123.6% | +98.3% |
| 10Y | +656.7% | +26.8% | +629.9% | +402.7% |
| All | +656.7% | +31.6% | +625.1% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling