+498.2%
HCA vs IT
+103.1%
+395.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | -0.4% |
| 7D | +5.4% | -3.7% | +9.1% | +6.6% |
| 30D | +3.0% | +0.1% | +2.9% | +2.5% |
| 3M | +13.0% | +20.7% | -7.7% | +3.4% |
| 6M | -20.3% | +12.0% | -32.2% | -26.2% |
| YTD | -8.2% | -28.8% | +20.6% | -0.4% |
| 1Y | +6.7% | -25.5% | +32.2% | +12.4% |
| 3Y | +60.4% | -48.8% | +109.1% | +86.2% |
| 5Y | +73.4% | -42.7% | +116.2% | +83.2% |
| All | +498.2% | +103.1% | +395.1% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling