+50.4%
HCA vs IR
+8.4%
+42.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -2.7% | -13.6% | +10.9% | -0.1% |
| 3M | +11.5% | +3.7% | +7.8% | +10.7% |
| 6M | -24.3% | -13.1% | -11.2% | -22.6% |
| YTD | -13.6% | -5.1% | -8.5% | -13.6% |
| 1Y | -3.2% | -6.5% | +3.3% | -3.1% |
| 3Y | +50.4% | +8.5% | +41.9% | +41.9% |
| All | +50.4% | +8.4% | +42.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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