+122.7%
HCA vs IP
+17.1%
+105.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -1.3% | -0.9% | -0.5% | -1.3% |
| 30D | +8.7% | +6.7% | +2.0% | +8.0% |
| 3M | +21.0% | -16.6% | +37.5% | +23.2% |
| 6M | +17.0% | +6.0% | +11.0% | +16.3% |
| YTD | +7.8% | -10.7% | +18.5% | +8.4% |
| 1Y | +6.4% | -6.7% | +13.1% | +6.6% |
| All | +122.7% | +17.1% | +105.6% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling