+2,053.4%
HCA vs IP
+162.4%
+1,891.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +4.6% | -5.1% | +9.7% | +6.5% |
| 30D | +12.7% | +8.5% | +4.2% | +9.4% |
| 3M | +21.3% | -13.8% | +35.1% | +27.1% |
| 6M | +15.7% | +5.7% | +10.0% | +11.9% |
| YTD | +6.6% | -9.1% | +15.7% | +7.0% |
| 1Y | +5.7% | -0.8% | +6.6% | +2.5% |
| 3Y | +119.2% | +14.8% | +104.4% | +85.1% |
| 5Y | +107.9% | -11.5% | +119.4% | +93.8% |
| 10Y | +610.7% | +27.9% | +582.8% | +431.1% |
| All | +2,053.4% | +162.4% | +1,891.0% | +963.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling