+10.7%
HCA vs IP
-2.1%
+12.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.5% |
| 7D | +7.9% | -3.0% | +11.0% | +8.4% |
| 30D | +11.9% | +10.6% | +1.3% | +10.3% |
| 3M | +22.4% | -13.6% | +35.9% | +25.0% |
| 6M | +16.5% | +10.4% | +6.0% | +14.9% |
| YTD | +8.7% | -6.5% | +15.2% | +8.8% |
| All | +10.7% | -2.1% | +12.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling