+1,658.7%
HCA vs IWD
+432.0%
+1,226.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.3% |
| 7D | -3.1% | -0.3% | -2.8% | -2.8% |
| 30D | -1.1% | +0.6% | -1.7% | -1.7% |
| 3M | +12.2% | +7.2% | +4.9% | +4.4% |
| 6M | -25.3% | +16.2% | -41.6% | -36.1% |
| YTD | -12.9% | +23.3% | -36.3% | -30.0% |
| 1Y | -0.9% | +29.6% | -30.5% | -24.5% |
| 3Y | +47.6% | +70.5% | -22.8% | -16.7% |
| 5Y | +67.0% | +73.5% | -6.5% | -6.9% |
| 10Y | +471.4% | +198.3% | +273.1% | +89.9% |
| All | +1,658.7% | +432.0% | +1,226.7% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling