+67.5%
HCA vs IP
-17.2%
+84.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -3.1% | -5.3% | +2.2% | -2.1% |
| 30D | -1.1% | -10.9% | +9.7% | +1.0% |
| 3M | +12.2% | +11.2% | +1.0% | +9.5% |
| 6M | -25.3% | -10.2% | -15.1% | -24.3% |
| YTD | -12.9% | -2.0% | -11.0% | -13.6% |
| 1Y | -0.9% | -19.1% | +18.2% | +1.9% |
| 3Y | +47.6% | +20.9% | +26.8% | +27.1% |
| All | +67.5% | -17.2% | +84.7% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling