-22.3%
HCA vs IWF
+10.9%
-33.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +1.9% | -1.4% | +3.3% | +1.8% |
| 3M | +12.7% | +0.4% | +12.3% | +12.9% |
| 6M | -22.3% | +8.5% | -30.8% | -25.8% |
| All | -22.3% | +10.9% | -33.3% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling