+416.7%
HCA vs IR
+288.5%
+128.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | -3.1% | -2.8% | -0.2% | -2.0% |
| 30D | -1.1% | -15.1% | +14.0% | +5.3% |
| 3M | +12.2% | +6.1% | +6.1% | +9.1% |
| 6M | -25.3% | -16.8% | -8.5% | -20.5% |
| YTD | -12.9% | -3.5% | -9.4% | -13.4% |
| 1Y | -0.9% | -3.5% | +2.6% | -1.8% |
| 3Y | +47.6% | +9.5% | +38.2% | +32.1% |
| 5Y | +67.0% | +45.1% | +21.9% | +28.3% |
| All | +416.7% | +288.5% | +128.2% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling