+9.0%
HCA vs IWF
-1.6%
+10.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.4% |
| 7D | +10.2% | -4.2% | +14.4% | +9.8% |
| 30D | +17.4% | -8.1% | +25.6% | +16.7% |
| 3M | +27.7% | -5.1% | +32.7% | +27.1% |
| 6M | +20.0% | -1.4% | +21.4% | +19.3% |
| YTD | +10.0% | -0.1% | +10.1% | +8.1% |
| 1Y | +9.0% | -1.3% | +10.3% | +7.2% |
| All | +9.0% | -1.6% | +10.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling