+490.2%
HCA vs IWD
+201.1%
+289.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.2% |
| 7D | +2.9% | -2.3% | +5.3% | +5.5% |
| 30D | +2.4% | -1.8% | +4.2% | +4.3% |
| 3M | +13.0% | +8.0% | +5.0% | +4.3% |
| 6M | -21.4% | +17.0% | -38.4% | -33.5% |
| YTD | -9.5% | +21.3% | -30.7% | -26.5% |
| 1Y | +7.5% | +27.9% | -20.4% | -17.7% |
| 3Y | +57.6% | +70.1% | -12.5% | -13.2% |
| 5Y | +71.1% | +74.2% | -3.1% | -7.7% |
| All | +490.2% | +201.1% | +289.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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