-6.5%
HCA vs IRE
-82.8%
+76.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.2% | -11.0% | -0.7% |
| 7D | -2.8% | +58.9% | -61.7% | -2.7% |
| 30D | -2.7% | +17.2% | -19.9% | -2.7% |
| 3M | +11.5% | -58.6% | +70.1% | +12.7% |
| 6M | -24.3% | -23.5% | -0.8% | -24.7% |
| YTD | -13.6% | -47.4% | +33.8% | -14.3% |
| All | -6.5% | -82.8% | +76.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling