-1.9%
HCA vs IRE
-84.0%
+82.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.8% | +11.7% | +4.9% |
| 7D | +4.9% | +29.0% | -24.1% | +4.9% |
| 30D | +1.9% | +24.2% | -22.3% | +1.9% |
| 3M | +12.7% | -53.2% | +65.9% | +13.7% |
| 6M | -22.3% | -36.0% | +13.7% | -22.7% |
| YTD | -9.3% | -51.0% | +41.7% | -10.1% |
| All | -1.9% | -84.0% | +82.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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