+72.8%
HCA vs IRM
+197.3%
-124.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.8% |
| 7D | +5.4% | -1.4% | +6.9% | +5.8% |
| 30D | +3.0% | -7.4% | +10.4% | +5.0% |
| 3M | +13.0% | -7.4% | +20.4% | +14.8% |
| 6M | -20.3% | +8.7% | -28.9% | -23.2% |
| YTD | -8.2% | +40.9% | -49.2% | -19.2% |
| 1Y | +6.7% | +20.5% | -13.8% | -1.5% |
| 3Y | +60.4% | +101.7% | -41.3% | +10.8% |
| All | +72.8% | +197.3% | -124.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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