+1,645.7%
HCA vs IRM
+982.0%
+663.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -2.8% | +1.6% | -4.4% | -3.3% |
| 30D | -2.7% | -4.2% | +1.4% | -1.5% |
| 3M | +11.5% | -5.4% | +16.9% | +12.9% |
| 6M | -24.3% | +12.0% | -36.3% | -28.2% |
| YTD | -13.6% | +42.0% | -55.6% | -25.2% |
| 1Y | -3.2% | +29.9% | -33.1% | -14.0% |
| 3Y | +50.4% | +104.4% | -53.9% | +8.2% |
| 5Y | +64.8% | +191.0% | -126.2% | +2.0% |
| 10Y | +456.5% | +417.1% | +39.4% | +165.1% |
| All | +1,645.7% | +982.0% | +663.7% | +496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling