+114.5%
HCA vs IR
+46.0%
+68.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.8% | +2.5% | -1.7% | +0.1% |
| 30D | +6.1% | +9.2% | -3.1% | +3.0% |
| 3M | +21.4% | +0.9% | +20.5% | +20.7% |
| 6M | +17.2% | +19.2% | -2.1% | +10.2% |
| YTD | +7.5% | +7.5% | 0.0% | +3.1% |
| 1Y | +6.2% | +11.7% | -5.6% | +0.4% |
| 3Y | +122.0% | +23.9% | +98.1% | +88.3% |
| All | +114.5% | +46.0% | +68.5% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling