+71.1%
HCA vs IR
+35.0%
+36.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | +2.9% | -3.1% | +6.0% | +3.9% |
| 30D | +2.4% | -14.0% | +16.4% | +7.2% |
| 3M | +13.0% | +3.7% | +9.3% | +11.4% |
| 6M | -21.4% | -15.4% | -6.0% | -17.7% |
| YTD | -9.5% | -7.7% | -1.8% | -8.7% |
| 1Y | +7.5% | -8.8% | +16.4% | +8.6% |
| 3Y | +57.6% | +5.6% | +52.0% | +41.1% |
| 5Y | +71.1% | +34.3% | +36.8% | +29.5% |
| All | +71.1% | +35.0% | +36.1% | +29.5% |
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