+108.4%
HCA vs IP
-12.0%
+120.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +4.6% | -5.1% | +9.7% | +5.7% |
| 30D | +12.7% | +8.5% | +4.2% | +10.9% |
| 3M | +21.3% | -13.8% | +35.1% | +24.6% |
| 6M | +15.7% | +5.7% | +10.0% | +13.8% |
| YTD | +6.6% | -9.1% | +15.7% | +7.2% |
| 1Y | +5.7% | -0.8% | +6.6% | +4.2% |
| 3Y | +119.2% | +14.8% | +104.4% | +87.7% |
| All | +108.4% | -12.0% | +120.4% | +115.5% |
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 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