+1,731.8%
HCA vs IWF
+869.1%
+862.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | +4.9% | +0.5% | +4.4% | +4.5% |
| 30D | +1.9% | -1.4% | +3.3% | +2.8% |
| 3M | +12.7% | +0.4% | +12.3% | +11.5% |
| 6M | -22.3% | +8.5% | -30.8% | -27.7% |
| YTD | -9.3% | +3.7% | -13.0% | -13.0% |
| 1Y | +2.7% | +8.5% | -5.7% | -5.1% |
| 3Y | +57.8% | +78.5% | -20.7% | -6.0% |
| 5Y | +70.3% | +73.6% | -3.3% | +1.7% |
| 10Y | +499.7% | +421.3% | +78.4% | +25.9% |
| All | +1,731.8% | +869.1% | +862.6% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling