+1,731.8%
HCA vs IT
+341.7%
+1,390.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.5% |
| 7D | +4.9% | -9.1% | +14.1% | +8.2% |
| 30D | +1.9% | -12.2% | +14.0% | +6.0% |
| 3M | +12.7% | +7.8% | +4.9% | +7.3% |
| 6M | -22.3% | +2.0% | -24.3% | -25.7% |
| YTD | -9.3% | -32.7% | +23.4% | -0.2% |
| 1Y | +2.7% | -31.1% | +33.8% | +10.9% |
| 3Y | +57.8% | -52.1% | +109.9% | +87.0% |
| 5Y | +70.3% | -46.3% | +116.6% | +85.6% |
| 10Y | +499.7% | +91.4% | +408.3% | +250.5% |
| All | +1,731.8% | +341.7% | +1,390.1% | +625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling