+1,754.0%
HCA vs ITOT
+631.2%
+1,122.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.6% |
| 7D | +5.4% | -0.9% | +6.3% | +6.3% |
| 30D | +3.0% | -1.5% | +4.4% | +4.3% |
| 3M | +13.0% | +3.6% | +9.5% | +9.1% |
| 6M | -20.3% | +13.7% | -34.0% | -29.6% |
| YTD | -8.2% | +12.9% | -21.2% | -18.7% |
| 1Y | +6.7% | +17.2% | -10.5% | -9.0% |
| 3Y | +60.4% | +75.6% | -15.2% | -10.5% |
| 5Y | +73.4% | +75.5% | -2.0% | -3.8% |
| 10Y | +506.9% | +302.0% | +205.0% | +49.3% |
| All | +1,754.0% | +631.2% | +1,122.8% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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